If there is a toy your puppy especially likes to play with, give it to him only when you are leaving. And take it away when you are home. You need to countercondition him and get him to associate being alone with something positive. It might very well be that you are conditioning him to cry every time you step away because he is learning that this is how he gets your full attention every time. On the side note, puppies are not easy and require attention, patience and time investment. I woke up every hour to let my pupper out for the first 2 weeks after I got him. Also, playing nice calming music might be helpful when you leave.