Gripe water worked for my younger daughter, but not my older daughter. Make sure you buy some that has no parabens or pthalates in it. I also used a product called Colic-Ease, it's a gripe water with different ingredients than most others. We tried Colic-Calm, but it was so expensive. It worked very well though, except it left charcoal stains on some of her sleepers (activated charcoal is one of the ingredients). That worked very well.
My younger daughter was very colicky, like you describe, not hysterical but extremely fussy/uncomfortable. It was about 6 weeks of hell, and then once she hit the 2 month mark it started being less and less so in duration and by the time she was 3 months old, she was the best baby! Life is pretty terrible those weeks with a fussy newborn, and I remember feeling so frustrated and helpless, but she will phase out of it.
The other thing you can try is Hyland's Colic tablets. They dissolve instantly, but I still would put them in a 1/8 tsp measuring spoon with some warm water to dissolve them first. I also put them in her bottles every now and then.
Is she bottle fed? If so, you may also try dropping a few (like 3) drops of Mylicon IN the bottle when you mix it. That worked wonders when I knew she was gassy.