My dog would cry a lot when we were away as well, but recently she has been geting a lot better. She has a crate she sleeps in and I started to send her in with something really nice to chew (a Kong stuffed with some Primula cheese and a frozen bar of liver bread, yummy!), and leave for a bit, so that she started to associate me going away with her getting something really nice, and I'll be back in a bit. Gradually I built up the amount of time I left her, and started leaving the door of the crate open as well, so the routine for me going out now is just to send her to bed and give her a stuffed Kong. She can get up a stretch her legs around the house but she's much calmer than she was and doesn't chew anything else in the house. She's fine for up to three hours now.
She gets a bit crazy when it comes to walk time now as well but you just need to be patient and not put the lead on until his bum is on the floor. If necessary pick up the lead, hold it for a few seconds and put it down again. Pick it up when he's calm again and put it down whenever he's too hyper. It takes a while! Good luck.