I had a similar issues with my chihuahua. He would cry and scream everytime i left the room. So I bought a cd thats made for sleep you can get them at wallmart or anywhere that sells cds. Anyway I would put him in his playpen before i left and turned the sleep cd on right before i left. he would cry for about 5 minutes then stop and settle right down. Maybe turning on a tv or radio so there is some nosie in the room. And lastly if you have someone else that is there have them hold her/him while you leave and talk in a soothing voice letting the dog know its ok and that you will be back soon.
Thats all I got hope it helps. If all of that fails i know that they sell plug in diffusers that can clam a pets nerves. Heres a link of what i'm talking about hope it all helps thats all i got
chi hugs---
http://www.petsmart.com/global/produ...N=2026138&Ne=2