Crying out is something that works. It may not be as effective with a very young puppy as it is when they get a little older. Gracie did respond to me crying out with a high pitched yelp like sound. She would become very sorrowful and actually lick my hand if she thought she had hurt me. It actually worked best for us when we were working on other things and she happened to get a little too playful.
As I said I had never dealt with a terrier personality before. I guess I thought all that had gone away through years of breeding with the Yorkshire. My mistake. Some may have a Yorkie that doesn't act like a terrier but it sounds like yours does as does mine. They have a very special inbred instinct to bite and shake. This issue has to be taken care of early. It is not just traditional puppy biting. They have to learn that your hand is not something they can practice killing.
Any aggression back to the puppy just excites it more. It is not something that is going to go away over night but if you continue to discourage the activity he will learn that he can only bite and shake his toys.
Stay is a hard concept for a young puppy. The Dog Star Daily website link that alaskayorkie gave you also has some good training videos and articles for puppies. Remember that what you can accomplish with a puppy is much different than with an adult that has been worked with for several months. Some days it seems like that have not learned anything but it's all about persistence, repetition, patience and of course a lot of praise and encouragement. You really need to get the sit down pretty solid before starting on the stay. He may only stay a few seconds at first. Gradually he will learn what you want. Check out the Dog Star Daily videos. Their basic puppy obedience will give you a good start.