How do you get a puppy to not cry when left alone?

I just got a puppy, whose ten weeks old. The last owners never left him alone or put him down so he cries hysterically when you do either. We tried to get him to sleep in a crate for the nights and he just cried all night long. I need to be able to leave him in a room with a baby gate or a little crate for when I work or need to leave the house. And to make matters worse I live in an apartment so he cannot continue this crying. How do I get him to get used to it and not cry?