I have a 5 week old baby and he cries everytime we put him down. How do we soothe him without picking him up?

He is not colic and only cries when we put him down but stops crying as soon as we pick him up. We have tried to let him cry until he screams but we could not do that all the time. It hurts to hear a baby cry that long but we get also get tired and has things to do too. He does not like a pacifier also.