New parents & a Newborn

I think we are doing this wrong! Julian (3weeks old) cries after I put him down. We comfort him then put him back down and he starts to cry again... is that normal? When it's time for bed, we lay him down in his little bed ( we co sleep) and 2 min laying down and he starts to cry.. as soon as he feels us pucking him up he stops. What I do so he stops crying is I rock him to sleep then lay him down.. he's also being swaddled that seems to help but he always wakes up and it starts all over again.. any advice for this new mama!!