Hi C.,
Here is my experience, for what its worth:
From birth to 5mos. my daughter took every nap in her Moby wrap (a kind of sling), either on me, my husband, or MIL. She would absolutely not stay asleep in her crib. At night, she slept with us, laying right beside me. (Which was really convenient for nursing.)
At the end of her 4th month, we transitioned her to her crib at night, and slowly into her crib for her naps. At that point, we had a few nights of CIO, but she quickly adapted. She is now 18 mos. and sleeps like a pro, to bed at 7:30p awake at 7:30a, 3 hour naps during the day.
So, I would say, continue what you're doing - ENJOY IT - it won't last forever, and just be ready to transition her when she's a little older. I worried I would "ruin her" for sleeping, but I don't think that's the case. You can always re-train them when they are older.
I recommend the book "Healthy Sleep Habits. Happy Baby." In it, the doctor discusses the baby brain, and the fact that it is different for sleeping than adults. This changes around the 4th month, when the baby's brain is more like an adult and can go into heavy sleep more quickly. This was the only book I read, and found it very helpful.
Good Luck -- don't worry about it, enjoy your baby, because soon, she will be to big even to rock, and won't be able to get comfortable on you anymore!