I had the same problem. My baby would go to sleep only in the sling during the day, but the minute I put him down he would scream & this continued until I couldn't stand it anymore and ended up at sleep school with him at 20 wks old!!!! . I was almost insane and it was a Nightmare.....
In a nutshell here is what I learned.
set an environment that signals sleep for the baby & have it THE SAME every time ie: wrap in a muslin so startle reflex doesn't wake them up. Give dummy if this is your pref (I didn't want to but turned out mine was a real 'sucker'. Put a small appropriate toy in the child's direct vision (tuck into side of bed btwn mattress and cot side).
Place the clam child into bed and leave the room.
If crying starts, wait 2 minutes (at 5 wks an appropriate time) and go in to settle. DO NOT pick up unless absolutely necessary. Pat, stroke etc until the babe calms down again, but is not asleep, at which point leave the room.
Continue this routine, extending the time you are out of the room until the baby drops off to sleep. At 5 wks do not leave the baby crying for more than 5-7 minutes on his/her own. This will take a while at first (sometimes up to an hour). In all likelihood too the crying will get quite distressed (& distressing!), but that distress will peak and subside until the child falls asleep. Usually most parents give up before this point, so don't know what it sounds like when they 'crest the hill' and settle themselves. I definitely had no idea and was rushing to his 'aid' before he had the chance to do it himself. The end result was he was over stimulated and I was a wreck.
Now, lot's of people like to throw flack at this method and that is fine. I think because it can be tough to listen to your new baby cry, and because of this it is not for everyone. You have to make the choice for yourself of whether you want risk a situation where the only place your baby will sleep is on you, for how long, who knows?
For us, it worked and as a result our now two year old does not grumble about going to bed ever, no dealying tactics, no getting in and out of bed etc etc. He knows the ground rules and bed is a safe and cosy place for him - and my husband and I are well rested!
If this is the way you want to go and you want some assistance, don't hesitate to ask.
Good luck - this is the stuff they forget to tell you about!