I'm glad to hear you kept him. Things definitely get better. I think its much harder at first with the little dogs simply because they are so small and need so much attention.
You will notice day by day it's better, and you love him even more. If you can deal with the whinning at night until he gets used to the crate that's a huge plus. When we got Duke by the third night he was screaming for hours on end, and since my husband had to be up early for work I put the little guy in our bed.

Now 5 months later he still sleeps there every night...lol