With my dd I did the following (please note, this is not from any parenting book, just something I was comfortable with that worked for us)
Go into nursery with the lights low, read a story, turn lights off, give milk.
Lay baby on my chest to wind.
Lay baby in the cot, kiss, say good night and leave the room.
Baby stands up and cries. I wait outside for one minute.
I go back in, lay baby down and offer remaining milk. If she accepts, burp and then straight back down. Leave room.
Baby stands up and cries. I time one minute.
Go back in, lay baby down, rub tummy for a few seconds and leave.
Baby stands up and cries. I time one minute.
Go back in, lay baby down, rub tummy for a few seconds and then leave.
The last two points had to be repeated a fair few times for about 3 nights before baby understood that she was just going to bed and mummy was right outside and fell asleep within five minutes. Once I had put her into bed I tried not to pick her up again unless she had taken some milk and needed winding (leaving her laying down can sometimes lead to a sicky burp). I think picking the baby back up once you have put them down can be confusing and actually lengthen the process. With the 4 am wakings I gave her some milk and then put her back down did the same. This quickly led to dd getting into a habit of taking a little milk and then sleeping in until 6am. She then quite quickly dropped the bottle and slept through herself.
Sleep training is hard work and the method you use has to be right for you. I couldnt leave dd to cry for longer than one minute because it upset me too much to hear her cry. However, if I stayed in the room and tried to sooth her that way she screamed bloody murder to the point that she was actually sick. Leaving the room was actually better for her because she cried a complaining cry rather than a raging, screaming cry. Good luck, I hope things improve soon.