It is TOTALLY normal to be worried about it. The latest wisdom (which has changed from last time I had babies in the house) is:
Put baby to sleep on his / her back
Place baby "foot-to-foot" ie at the bottom of the cot, so he / she can't wriggle down under the covers
Ensure good ventilation and safetly by not having any cot bumpers / stuffed toys etc in the cot
No pillows or duvets for the first year
Avoid smoking around the baby - some even take it to the level that smokers should change clothes before holding the baby

If you know you are doing all you can, and are STILL anxious, there are baby monitors available which sound an alarm after 20 seconds without moving (they are sensitive enough to pick up the baby breathing).

((((HUGS))))