I take my Coco with me quite a bit, and when I get out of the car to go into a store, etc, she starts to howl too. But only for as long as it takes her to realize that I'm not responding to the howling. Also, the more you repeat the pattern of leaving and returning, the more secure they get that you will return. I make a big deal when I return with lots of affection and maybe a little treat.
Hope this helps. Good luck.