I have a 10 week old Yorkie and she is in the ex-pen with a pee pad and dog bed when I can't watch her and when she hears my voice she SCREAMS like someone is killing her. If you are keeping your baby in the crate most of the day you could try and ex-pen they seem so much happier in it. I crate Pixie at night by my bed and she is so good, as soon as I put a blanket on top she goes right to sleep.
I don't know if you are house breaking or pad training, we have to pad train first bc it is too cold in CT right now. Make sure you give your lil one some exercise time as well.
I know all too well that horrific sound when they scream to get their own way it just breaks your heart. Good luck!
~Joyce