Hi
I think it usually is just a stage that they go through, but when DD2 was having a bit of trouble with tummy pains I read up on it and found that this stage can last until they are 6 months old! DD2 is BF and she seems to drink really fast and gulp a lot, which I think is the source of the problem for her, so I have just been sitting her up every now and then during feeds to give her a chance to burp and that seems to help.
I think that certain foods that you eat can make your bub more gassy too, like broccoli, beans, etc.