I wouldn't disturb him! Enjoy having him go to sleep on you - my ds is now 7mo and rarely does and I really miss it! Ime having him sleep on me didn't make any difference to him going to sleep in his carrycot at night. In fact one book I read suggested that carrying your baby all the time (and letting them sleep on you) helped them to feel more secure and therefore more likely to sleep well in their cots.
Please don't worry about it. My DS would often sleep on me when he was tiny and I used to worry about 'making a rod for my back'. That wasn't the case at all though and I wish I had relaxed and enjoyed it more. Put a film on and snuggle up.