Swaddle away! It is blissful for them (I thought I was putting him in a straightjacket and felt guilty but he was so happy and content!)
DON'T buy a special swaddle blanket - a con.
Choose a thinnish blanket with a bit of give but not too much (the traditional cellular blankets just have too much give. My method was:
Put blanket into triangle shape (pointy bit downwards)
Put baby on blanket with blanket at shoulder level/slightly below (do not let it wander towards face)
Clasp his hands together in front of her.
Fold blanet round her, tucking one edge in underneath her (roll her if need be!), then fold the second edge over. Make sure it is tight (she will wriggle out/protest if she really wants to). Don't fasten it with anything, just ensure it is tight around her.
Regard your wrapped parcel with pride!
Make sure room temp is okay (obviously). I used to cover the whole affair (baby and swaddle)with a thin, tucked in sheet (at waist level) but use your own judgement on temperature - an extra cover is not really necessary (although I do know that if I had kept the nursery at the lower end of the 'recommended' temperature DS would have frozen to death!)
Relax.