i think its a good idea to keep doing what your doing, it might feel mean kicking him out of your room but he needs to learn that there will be another person around, and dogs are very adaptable...maybe get him one of those cushy dog beds and put it in the lounge so he has a special spot to sleep...and doesnt feel like hes just been kicked out for being naughty.
and make sure he does not ever go into babies nursery cause he will associate this with a 'fun' area and may jump on your baby, not to mention get dog hair all over stuff which is annoying and can irritate baby....GL