I had similar issues with my dd (now 9 weeks). She didn't sleep.... Ever. I totally sympathise - the sleep deprivation is horrific! But things do get better - she now sleeps really well at night (bath, bottle and bed at 7ish, feed at 10:30ish, then sleeps through fairly consistently to between 5 and 6 - today didn't wake up until 9:30!). Daytimes are another matter as she is extremely bright and alert and fights sleep with every fibre of her little being but it is much easier to deal with after being able to have a good nights sleep. Anyway... There were a couple of things that worked for me - some better than others :).
Swaddling was one - the miracle blanket from Mothercare was money well spent.
White noise worked awesome! Toys R Us sells a little gadget (has white noise and womb noise) that gives a 5 minute burst of noise when it senses movement or the baby makes a loud noise. I also downloaded some tracks off the internet which were quite good (I found them quite relaxing too :O) - waves, rain, vacuum cleaner (not so good for me but she seemed to love it :))
The one that could be very contentious but was a life saver for both me and baby was putting her to sleep on her tummy. I guess she just wasn't really comfortable on her back. I know it is strongly advised not to do this but for me it was worth it just to see the transformation in my little girl once she finally had some decent sleep. It really was heart breaking to see her tired, puffy red eyes and to know that she would be back awake (and crying) in half an hour.
Also just taking her out really helped. She would fall asleep in the pram or baby carrier and have a little doze. These things all send her boggle eyed now as she loves going out!
Lastly, as Ineedsomesleep wrote... Try going somewhere where there are lots of mums and babies - that will send him to sleep so they can all express their disbelief at your struggles.
Or maybe you just need a bit more time - he is very little and you said he does settle better at night...