What you are experiencing is not uncommon with newborns... establishing sleep patterns does take some time and patience. One of the most common reasons for interrupted sleep is hunger and given your son's pacification while breastfeeding it may be that he is waking up hungry which in turn might mean a chat with your pediatrician. Also, the comfort of a parent's arms can often be replaced by gentle rocking or experimenting with soft music in the background. In the end however, it might just be that more time is necessary to establish a relaxed and restful state. As always, if you have any health concerns please consult with your physician as well.