T.H.
I agree with Gina that putting oneself to sleep is a LEARNED skill. At 2 months old, your baby is still too young to understand why his needs are not being met when he cries. He needs you to come and comfort him when he cries so that he can establish a trusting relationship with you. Also, at 2 months he is not able to move around the crib to find a way to soothe himself. If the bink falls out, he can't find it and put it back in.
At two months we were still bouncing our son to sleep. He loved being swaddled, used a bink, and has a white noise machine in his room. When he woke in the middle of the night I nursed him back to sleep.
Around 6 months old we used The Sleepeasy Solution. It's a cry-it-out method with frequent check-ins. Within three nights our son went from needing 1/2 hour of bouncing to lull him to sleep to putting himself to sleep with no crying. He also went from waking 6x a night to sleeping straight through from 7pm to 6am!
It wasn't easy letting him cry it out, but because he was old enough to wiggle around his crib, he could find his lovie (a soft burp cloth) and his bink to soothe himself to sleep. We have the luxury of a video monitor, so we could actually see that he was trying to figure out what he needed to go to sleep.
My advice is to tough it out with your little guy for the time being, and to use this type of method if you're still having problems by 6 months. The Sleepeasy DVD is available on Amazon, and they say you can start the program as early as 4 months, but it may take longer.
I think sleep training is tough, but a necessary part of life for many babies. We did not use this program with my daughter, and she still wakes frequently during the night, needing a tuck in or snuggle to get back to sleep.
Whatever you decide to do, be consistent, and good luck!