When Is it OK to let the baby cry it out ?

stacy
Okay let me explain first. My baby has been crying and she only stops when she is held. I've changed her, fed her, and made sure nothing is bothering her. She hasn't slept properly but she will only sleep in my arms, once I put her down 5 min later she wakes up. She is 3 months is it OK if I just put her down and let her cry ?