My son is
I've found that with Bekah if you rock til she's asleep, or just about asleep, then gently lay her down. That helps. Also, if she does wake up when I lay her down I just keep her in there and shoosh (the "sh" sound) her and put a hand on her head. She seems to like the heat from my hand on her head when she's falling asleep.
THis is always with her swaddled. Even if it lasts only a short time, it will get the baby use to falling asleep and waking up in his own bed and hopefully help transition him to that.
Young babies are wired to awaken very easily...and they are also wired to want to fall asleep in your arms. ;)
I agree with the other moms that swaddling might help. Studies show that swaddled babies are less likely to wake up after they fall asleep--IF you keep things quiet.
Have you considered getting a co-sleeper? Arm's Reach makes one. It's like a bassinet but it attaches to your bed. That way he's close (you can touch him while he falls asleep, and easily pull him out when needed) but he's not rolling around in bed with you.
There are several other tactics you can try, too. I've written a bunch of science-based articles on baby sleep patterns, sleep problems, and sleep aids that you might find helpful. They are all posted at http://www.parentingscience/baby-sleep-tips.com.
I swaddle.. I have tried it all but I will check out the web address you sent me.