Oh puppyhood! Gigi screamed the first night too and I finally gave in and put her on my bed... but started the next night, I put her crate next to my bed so she could see me... and whenever she cried or whimpered, I will put my hand through the door to comfort her and by the end of the week, she is sleeping in the crate all by herself in the living room... granted she would start crying a bit in the morning when she knows it's day time. Now she is sleeping in her crate in my room.
But I agree with Patrice, you want to crate train her though.