Thanks all for your responses.

Mary and Becka - special thanks for your posts! I needed that encouragement. Yesterday being day 1 was not great, the day sleeps were pretty much just crying so she was exhausted last night. Needless to say it only took 20 mins and she fell asleep last night a little after 7.30 and didn't wake until nearly 4am which was fantastic - the longest she has slept since being a newborn and that was without a dummy for the first time ever too. I fed her at 4am (She usually has a bottle then) but was sure not to feed to sleep, which I have always done. She wouldn't go back down after that - well she would fall asleep for 5 mins and then start up again. So I think she will be pretty tired today but we will see what happens. I have to say though, she seems to get even more wound up if I go in and then we seem to be back at square 1, so I have been leaving her for longer. Is that ok?