If you just can't seem to do anything to make your baby happy, you may want to make sure he's not sick. Check his temperature rectally, or as recommended by your baby's doctor. Remember that the more relaxed you are, the easier it is for you to comfort your baby. He'll know when you're stressed-out, and may be crying because he feels your tension. He doesn't cry because you're a bad parent.
All babies cry, and some cry for what seems like no reason.
Newborns usually cry about one to four hours a day. If you're going crazy listening to your baby wail, don't let your anger or frustration get the best of you. It really will only make his crying worse. Just remember, no matter how upset you get, never shake your baby. Shaking him can cause blindness, brain damage, and even death.