baby will only sleep in my arms during the day

I am a FTM and unsure about a few things:  how to get a better schedule going and how to get baby to fall asleep in pack and play during the day. He is 5 weeks 2 days and will only fall asleep in my arms or a stroller during the day.  He falls asleep army breast and when I put him in his p&p he wakes up within 10 min!  For his naps during the day he will only sleep in my arms. At night he will skeep in the pack and play in our room but only after I breastfeed him and fully rock him to sleep! At this time should he be  able to follow asleep without rocking him to sleep? Any moms have success with sleep training books?