Quite often I would leave baby to cry while I tended to DS1 & DS2 - for example if they needed help in the toilet. Obviously if they had a silly problem like needing a toy or something they could wait. However even if I was feeding DS3 and one of them fell or something happened or they were starving, I would put baby down and yes he would be screaming to tend to them.

I read somewhere that the baby won't remember being left to cry but the older ones will and might in turn resent their new brother.