[JoeyP]

Dogs are pack animals and they do not like being alone
so your puppy crying esp in the beginning is nothing out of the ordinary
It is important tho that he learn that it is ok to be alone sometimes

If it is your wish to eventually have him sleep with you I would suggest one thing first
MAKE SURE he is at least well paper trained before you let him sleep with you on your bed
It is always better to prevent a problem than try to correct a bad one later on

and the sending him outside .... best to have his shots and boosters all completed before you do that