The last couple of days I've taken Ruger to the market and left him tied to a rail, inside but just outside the door of the market. As soon as I went out of sight he started barking -- loud. Everytime someone came up to pet him he got quiet.
When I first got him he would do this all the time when I went out of sight, even when I closed the shower curtain. He got quiet when the curtain opened.
When I first tried to crate train him I remember taking him out of the crate and bringing him to bed with me. As the other poster said he stopped and started to cuddle. It was a great feeling.
As your pup gets older it will be easier for you to go out of sight and move farther away. They just need some security right now.