My DS is also like this! He only really started doing it from the 6 week mark onwards though. DS does sleep from 8pm-5am normally so i can't really complain, i feed him and put him staight in his cot awake around 8pm and he self settles and do you think he would do the same during the day....nope! To make him sleep during the day i normally lay down with him in my bed for a breastfeed and he sleeps that way for a couple of hours at least!
Oh try not to force the situation too....sometimes bub will sense you are tense and will in no way co-operate!