Hi Cristina, I'm sorry you haven't heard from anyone yet, I'm actually not on here often but happen to stumble upon your post today and couldn't reply earlier.
You aren't alone, I don't think I know any moms that haven't had to deal with very little sleep and exhaustion. I'm a mom of 2, a 4 year old and 16 month old and my second doesn't sleep as well as my first so I was thrown for a loop when the same things that worked with her didn't with him. I spent 5 hours his first night trying to make him sleep the way I wanted him too - swaddle and down in cradle by my bed - he wasn't having it. He's always slept better with me/on me and honestly, feeling his breathe on my neck and cuddling with him just felt right. Eventually, once he was in a deep sleep (and hour or so - but I'd nurse him infront of the TV and he'd fall alseep) I could move him to the craddle but this wasn't until he was 2 months or so. His first month, I had him in a sling and with me alot.
Being out of the womb is a HUGE adjustment for our babies and they rely on us to reassure them and make them feel secure, by holding them and putting them to sleep and picking them up when they cry.
There's been alot of recent studies done on the CIO method and its not something we've ever done in my family so I wanted to make sure I took the time to provide you with some information before you decide to proceed with the method.
Here's a couple of articles I hope you'll take a look at;
http://news.harvard.edu/gazette/1998/04.09/ChildrenNeedTou.html
http://www.ahaparenting.com/ages-stages/newborns/case-against-ferber-sleep
The second one - AHA Parenting is a GREAT site with tons of useful information I wished someone had shared with me when I was a first time mom.
Best of luck to you and please feel free to reach out to me anytime.
Jennie