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  Well, I agree with what someone else said.  That the playpen with paper down on one side and a bed and playing side would probably work, but that isn't teaching the pup to hold when he needs to pee.
 And I also think that maybe you are giving in to him too much.  When he cries, just let him cry and ignore him.  He may not stop for some time now, because he's used of you answering to his cries.  But if he figures he can get away with it, he will keep doing it.
 
 This is what I do with Deegan, maybe it might help you too.  He is crated at night, he goes pee before I put him in the crate, and I set my alarm for the middle of the night to put him out again (around 2:30-3am), then back in his crate until morning when I put him out to pee again.  He plays while I get ready for work, then when I leave he is in the laundry room with paper down on one side of the room and a sleeping, eating and playing area on the other side.
 
 This way he is not crated all day, and he is still learning to hold himself too.
 It only took a couple weeks to realize that I wasn't going to get him every time he cried, and about the same time for him to stop peeing in his crate too.  Just make sure that the crate is small enough that he doesn have enough room to pee on one side, and sleep on the other.  But not so small that he can't turn around either.
 
 I hope my suggestions help a bit.  Just don't give up, and keep trying.  He will eventually get it.  Good luck!
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