Basically babies cycle between sleep, eating and playtime. Generally babies nap between almost every feeding. They are almost always happier when they do. The tendency is to want to fall asleep at the breast or bottle, which is sweet and all, but turns out to be a bad habit. You need to begin now trying to teach your baby to sleep without props, starting at naptime. Try to stimulate your baby (with play, changing, baths, etc.) immediately after feeding. About an hour later try laying the baby down for a nap. You may rock, sing, read, do whatever makes it fun, but do not let the baby go to sleep in your arms. They need to finish the task in the crib. This may require some crying, but usually not more than 10-20 minutes (the cry time gets longer the longer you wait to start doing this; better start now). Check on and console your baby every 5-10 minutes during this time. Put him down again drowsy, but awake. 30-60 minutes of sleep should eventually follow and when he/she awakes, it's time to eat again. The cycle is repeated throughout the day.
At nighttime the same principles apply, except the playtime. Generally, you should strive to stimulate in the day and avoid stimulation at night. Look at stimulation as a reward for wakefulness. Stimulation includes turning on the lights, talking, playing, even feeding. Don't expect to get away without feeding at night at this point, but do try to keep it low key. Following a schedule such as this over a period of 2-4 weeks will often result in restful nights for both baby and parents. These guidelines are not for everybody, but most will find that things go smoother if you follow a similar approach. To learn more about baby sleep, eating and schedules, check out Baby Wise books. They are an excellent resource for new parents.