Baby only sleeps if being held?

My son is 3 weeks old and he will only sleep long periods of time if he is being held. Now I know this is normal and I know babies like being held and I am perfectly fine with that, I love holding and snuggling him! It is a little challenging sometimes because my daughter is only 11 months older than him so I focus on her a lot too, but at least she doesn't need to be held all the time anymore. My question is how do I get some sleep at night without holding him? He just screams and cries like no other if he is laid down in his crib/binet next to our bed. I nurse him and swaddle him and he goes to sleep then I lay him down again and again he screams. How do we get over this? The only way I get some sleep is he sleeps in my arms when I am propped up or if he is snuggled really close to me in my bed... BUT I've been told this is not only not a good habit to start, but it is potentially dangerous... I would never want to harm him so does anyone have any ideas of what we could try? I know he won't be like this forever, but I just need to know what to do NOW. Thanks!