Help getting newborn to sleep in his own bed?

My baby boy is almost 4 weeks old and for the past week the only way I've been able to get him to sleep at night is with him on my chest or in my bed. I know this is not the best thing to do but everytime I rock him to sleep and lay him in his own bed he wakes right up and will scream and cry until I pick him up. He wont take a pacifier, I swaddle him but nothing seems to work. Any advice for all you more experienced mommas out there? I've read sleep training at this age is way too young.