I felt this way too with DD. I remember my husband saying she will need to be less dependant on me when he was due to go back to work, as I had a 2.5yo to look after too. It did get better. My view now is that she needed that time close to me (like what darlissa said) (she was born @ 37wks and a bit small) and now is quite independent with sleeping, she doesn't feed to sleep or cry to sleep very often unless over tired.
Stick with it, and when she is a bit older (around 3months) you can put her in her bassinette and let her have a little cry for a couple of minutes before she goes to sleep, once you know her tired signs. At this age my dd didn't seem to be awake longer than 15-30mins other than to feed and mostly fed to sleep.
The sling is great when you are trying to get things done around the house - I used the hug a bub.
Responding to your baby will make her feel loved and secure...if she is waking up when you put her down, try waiting a bit longer before you put her down, or put her down straight after she has gone to sleep, you might find one timing works better than the other. It really is trial and error with what works, and it doesn't matter how many babies you have they are all different.
Goodluck.