How do you avoid rocking to sleep?

Julia

My son is 11 weeks old and I have to rock him to sleep at bedtime and for most naps (never for nighttime wakeups though). He does all his sleeping in the crib.

If I don't, he'll grunt until he gets worked up to a cry. Am I doing something wrong? Should I let him grunt/cry for a couple minutes? I know it's way too early for sleep training!