Jewelina did the same thing the first time in her pen. She wanted to get out and play and did not want to be in her pen. Not onyl did she cry but she also howls like a wolf, head up to the sky and everything....the howling was funny for about the first 2 minutes
Anyway, what I did was I'd stick her in her pen and sit next to the pen with her and talk to her but I'd never stick my hand inside of the pen. Kind of like letting her know it was ok to be in there and I was right next to her so she had nothing to be afraid of. After that I'd scoot a little farther away and sit there for about 10 minutes and then I'd take her out for a little bit. The next time I put her in her pen I'd go back to the last place I sat, farther away from the pen and sit there and talk to her then I'd move a little farther away and sit there for 10 minutes and then I'd take her out. I kept repeating about 4 times. The next time I just left her in the room for 20 minutes and then I went and got her out. Everytime I'd increase the time longer by 5 minutes. She now will whine the first 3 minutes or so but then she realizes she's staying there so she calms down and starts playing with her toys. Make sure you have lots of things in there for him to entertain himself so he doesn't get board and be consistent with the "getting out" section in the beginning. If he realizes that you will come back and get him he's less likely to throw such a fit. Don't make the mistake I did with Jaden and everytime they cry you go and get them. They'll become so attached to you that they'll get seperation anxiety when you have to leave them. Its better for them to learn while they are young that its "ok" to be by themselves for a little while. That way when they get older they won't have as much of a problem if and when you need to leave them alone.
Hope this helps!