This is a very normal thing. Babies need you. You need to remember that she lived inside you for a very long time. It will take time for her to get used to being a part of this big world. Babies become afraid when they are separated from their mother or father. My daughter slept in my room until just a few months ago (she's 22-months now) and my son (6 weeks) just now started sleeping in the crib next to my bed, so I'm not really an authority on how to help her sleep better in her own room. The suggestions I can think of would be to put her to bed and let her cry (if you can stomach it, I cried the whole time I tried this with my daughter) for a few minutes and then going to her. Eventually, she will go for longer periods of time without crying. You can also try putting a shirt of yours in her crib or something so she has your scent near her. There are blankets you can buy that have a pad that you wear in your shirt for a while and then put it into a pocket in the blanket. It helps them feel safer because your body scent is right there near them. As for her screaming when you put her down, the only thing I can tell you to do is hold her. It's tough, but she needs you. If it gets the the point that you can't take it anymore, put her in a safe place (her crib), close the door and go chill for a few minutes. You can also do this when you need to take care of yourself (eathing, showering, using the toilet, etc). One thing that can make holding a baby easier is to use a baby carrier. I use a Moby Wrap. I absolutely love it. Babies feel safe and close to you, but you still have both hands free. To learn more about the wrap I have, go to www.mobywrap.com and you can look at different ways to wear them and I think you can buy from the site too. You can also buy them in a few stores, I think.
The previous poster suggested rice cereal or jell-o. Please don't do this. Babies' little bodies are not ready for any kind of food at all until at least 6 months of age. They cannot digest it properly. At the earliest, rice cereal can be given at 4 months of age, but there is still some controversy over that. Food alergies can result from giving foods too early. While it is true that cereal will fill a baby up for longer periods of time, this isn't always good either because babies need to eat fairly often because of the need for the nutrients.
I hope this helps some. I know it's tough. Hang in there and just give your little blessing all the love you can muster and you'll both be just fine. Just remember that she loves you as much as you love her. If you ever need someone to talk to, please send me a private message and I will give you my number. It is hard being a parent sometimes but so worth it. I will be praying for you.
God bless,
A.