Feeding to sleep is normal, especially when this young. You will probably find it's a lot easier to change as they get older - indeed they grow out of it on their own given time.
Are you actually having a problem with the feeding to sleep or do you just think you should change it?

If hte problem is only sleeping while feeding, that is also something that will tend to change with time. You could go to your local library and hunt down a copy of the no cry sleep solution - it has some suggestions for this sort of thing. Also, do you have a sling or carrier? Sometimes just being snuggled in close with mum is sufficient substitution.