Quoting nikkigoodbear:" he turned a month on the 19th but he was born a month early"
Buy The Happiest Baby On the Block DVD. I used the technique for my daughter and am using it for my son who is WAY more high needs than my daughter was. It's a really corny DVD but it WILL help you get more sleep.
Also, look into The No-Cry Sleep Solution - it's a book. Get started with that one quick.
I linked you to them so you can read the reviews on them. Good luck! They say not to let babies CIO until at least 6 months, hopefully these books can help in the mean time. I have a difficult baby as well.
Sorry for not really linking, BG won't let me link - but definitely read the reviews and then look into purchasing them! Sometimes you can check them both out at the library.