My chihuahua cries to always be with me?

even if i'm in the same room and he can't see me he cries like he's being beaten or when i leave him upstairs he jumps off my bed over and over trying to hurt himself but when i try to go get him he jumps around stupid gives me a couple squeaks and takes off on me like what the frag? i have a dislocated spine and can't be bent over chasing him he hides in my pockets or in my purse to come with me when i leave so you can see my surprise when i go for my wallet and pull out this bundle of fur he is a long haired chihuahua pup and three and a half months old how do i teach him to be more independent? and to not be such a drama queen he's good with everything else oh wait no he hates his leash i put it on him and he runs full speed till he chokes himself and keeps pulling screaming his head off but as soon as i pick him up he's fine it's not like he doesn't get attention already but he demands it 24/7 well not that much he does let me sleep but come six am there he is trying to hop on my bed but he can't reach so he cries but it's like it tiny daggers to your brain it's just unnerving something that's half a pound can make such a blood curdling scream i live in a small farm town so my vet don't really know anything about his breed and the trainers here train dogs to be either sheep dogs or hunting dogs something a chihuahua can't be and i'm tired of being called a paris hilton wannabe cause he's always with me don't answer if your just gonna say get rid of him cause i won't i spent $1400 on him and i'll be damned if that money goes to waste but please someone help me what am i doing wrong? we have regular play-times before and after meals i praise him when he's good and i use positive reinforcement when he's bad ex) the occaisional pee-pee on the floor or the humpy humpy of the foot (which looks really funny) but help me be a better momma to my lil' guy