Newborn only sleeps ....

Right, so my son is 4 weeks old and he only gets a good rest if he sleeps in my arms, my husbands chest, or right in bed with us. We bought a co-sleeper for the bed but he gets horrible sleep in it. He won’t sleep in his pack in play. He will literally shut up and pass out the second I lay him on the bed next to me. I know this isn’t the safest method, but I can’t get him to sleep comfortably elsewhere. I really don’t wanna spend MORE money trying to find something he will sleep in. Since they all pretty much are the same.

What should I do?