sleep scedules

i'm not sure if this is the right forum to be in, but my son is 3 weeks old, and is a pretty descent sleeper most of the time.  generally he will sleep 2-4 hours wake feed, and do it again, etc.  this is my first child so i have a lot to learn still!! my question is regarding how to set a schedule with a baby, and at what age is it realistic to be on a scedule?  we will go a couple days where i feel he is sticking to a 3 hour sleep schedule, then it goes out the window for a day back on for a day then off again.  is he too young to be trying to get a set sched in place?  any suggestions would be appreciatied, what did you do, how did you implement it, and at what age? thanks for anything you can give me!

[nicole179]

also i forgot to say, that i am not sure about the best way to put him to bed either.  i tend to wait till he falls assleep in my arms to put him into bed, and then sometimes still he will wake and cry and cry.  if i put him to bed awake he will cry usually aswell.  am i spoiling him by rocking or holding? is this possible at such a young age?  i knolw that some say to let them cry themwselves to sleep, but is he too young, doesn't he need to be close and conforted to bond while he is still young??  so many questions!!