As with many behavioral problems your puppy's problem could most easily be fixed by getting him a companion besides you. If a second puppy is not practical then having him spend time alone but in the same room with you could help. Your puppy feels that physical contact with you is necessary. Now is the time to work on it, he needs to know that being alone has an end. Try having him in his cage with toys while in the same room with you. At first ignoring him will be difficult but it is necessary. Leave him in the cage for 15-20 minutes after he stops crying, then let him out, play for 15-20 minutes and repeat.