My DD had colic in the first few months and would do all the back arching and leg stiffening and have large crying fits. I used to do the bath and I would also lay her on her back on a towl on the bench and move her legs like she was riding a bike - this used to get up the wind and will also relieve any constipation that they may have as well. In the end we went to the GP and was put on Losec and she was a different baby after about 3 days - she only stayed on it for 3 months then had no issues.
We also used to use natural wind drops fefore her bottles (she was Formula fed) and that seemed to help with the wind pains that she used to get.
If you feel that its not normal for your bub then head off to the GP and see what they say.
Hope that helps and good luck.