With my DD she falls asleep in my arms too. What i find is if you wait 5-10 mins after u 'think' she is alseep and put her down then she settles herself. Or i stay by her cot for a few mins after to make sure she is ok. Rub her tummy even once she is in her cot. I find DD likes that and she knows im there still. Normally i let her cry for a good 5-10 mins before picking her up. If you keep picking her up i think she knows 'if i cry mum will pick me up' and wont settle then.

Ive also been told if you rock them in your arms then they will always want it done and not settle them selves.....i dont believe in that....its working fine for me so i stick to it.