He especially likes having his head and face massaged. I also can rub his legs while he is breastfeeding and that also calms him. Infant massage is very easy to do. For massage, you don't need any special oil. I found some at my local health food store.
Massage can help release the gas that some colicky babies experience.
Babies find it calming and enjoyable. Although they are babies, they can still have tension. Infant massage help release that tension for a happier baby. There are two books that are great resources for anyone who is starting to massage her infant. These books are listed on the books page.