3 week old baby, fussy, sleeping problems, formula..please read?

Most likely he isn't allergic to milk. My son did the same thing and now he is 7 months old and has no problems. But I had to use Similac Alimentum...it is very expensive but WIC will pay for it if your doctor writes a prescription. At least they do in Louisiana. It sounds like your son has colic and this does disrupt their sleeping. Their really isn't a whole lot you can do about it but they will grow out of it eventually.