What kind of position is he in when you're not holding him? swing? bouncy? crib? it's possible he's not comfortable/has pain in that position and it might be worth it to try and see if putting him a tight swaddle would also work. Another solution might be to wear him in a wrap or sling. that way, your hands are free so you could at least do something and not have him cry. I do think it's still far too young for him to really know how to manipulate you....you're still earning his trust. sometimes you DO just have to let them cry, but at his age, they usually cry for a reason and if all the standbys don't stop it (feeding, changing, burping) then it could be pain and that's his only way of expressing it.
Good luck and know that it only gets better from days like you're having :) And in the end, the days you're having aren't really as awful as they seem when you're having them.

(Thanks Lorry (lorryfach) for my siggy :D)