Letting baby cry

My little girl is almost 11 weeks and she fights her sleep extremely bad. I change her, rock her, feed her, give her a pacifier and nothing seems to comfort her. I finally decided that there is nothing else I can do besides let her cry and fall asleep. I feel horrible doing that but I honestly just don't know what else to do. She knows if she cries I'll pick her up and I don't want to get in the habit of always picking her up when she cries and doesn't need anything. Is anyone else letting their baby cry? Of course I go an check on her every 5-10 min and offer the pacifier and let her know I'm there but I do not pick her up.