all excellent advise from b55 I would just add that if your breastfeeding, watch what your eating as alot of foods that you eat can cause babies stomach pain, so its best to keep your diet quite bland and not have many juices to drink, onion, garlic, broccoli, cabbage, all the gassy food, also keep your water intake up, everytime he feeds you need to drink at least 1-2 glasses while he's feeding, babys intestines/digestion can take a while to settle down, also if your breastfeeding make sure bub is getting a full feed not just the fore milk, you want to ensure they;re getting the rich creamy hind milk that fills them up, if they have just fore milk that can tend to make them unsettled as well and definatley give the burping a good go, if bub is bottle feed they maybe taking in air when feeding
Is he breast fed or bottle fed? If on the bottle which formula are you using? When you feed him is he rooting and looking for food or are you trying it because he is crying? If he is being fed more frequently and not quite ready for the bottle yet that can contribute to gas. Try to hold him in the football hold (here is a good video: http://www.youtube.com/watch?v=7-mjGVLO5vE ) This position puts pressure on the tummy and can help force any gas out.
As you get to know your new baby take time to watch him and see how he acts when he has a wet diaper, tired, or when it is time for a feed. There will be subtle differences in body language and cries that once you recognize can help mom and dad give him exactly what he needs.
If he is still being fussy and not getting much sleep, have you tried babywearing? Some fussy babies just want to be close to mama. So you can carry him around so he gets some sleep and still have your hands free.