baby doesn't wanna be put down!

My son is just over 3 weeks and he does not want to be put down... ever!! Sometimes after he's rocked to sleep I can get him in his rock and play for an hour.. but if he realizes he's been put down he'll wake up and cry until I pick them up and then he'll fall asleep instantly! He simply doesn't wanna be set down! I love holding him, but I have a five-year-old son and a house that needs tending to as well! Is this something he will grow out of or is there something I should be doing? Any personal stories or tips welcome!