Aly had a lot of good advice. I will just elaborate a little more.

Daily walks and romping for at least 20 to 30 minutes are recommended for much needed exercise. Do this about 30 to 40 minutes before your scheduled departure if possible. A tired out dog is more likely to sleep while your gone. Changing the dog to a low protein brand of dog food may also help curb his excess energy.

Decreasing your dog's dependence on you may be the biggest challenge for an owner of a dog who suffers from separation anxiety. Temporarily develope an attitude of nonchalance towards your dog. Instead of showing your own worries about what will happen in your absence, act as though it's not a big deal as you prepare to leave the house. Since there are usually lots of cues to your departure, putting on your shoes, picking up your keys or your coat, etc... it's helpful to desensitize your dog by running through these acts several times without actually leaving. In the evening, for example, pick up your keys and head for the door. Your dog will become a bit agitated, but will see that your're not really leaving, and settle down. Do this a few times a night. The next step is to leave for just a minute or two. Slowly increasing the time you are gone. Remember not to go crazy when you get back in the house.

Strongly follow Aly's advice to ignore the dog 15 to 20 minutes before you leave and after you come home.

Give the dog a pleasurable substitute for your attention while he's alone to help lessen his anxiety. A chew toy or similar treat can provide a pleasant pastime for him. Make sure you link the treat to your dog's independence by giving it to him only five to ten minutes before you leave. You can play soothing sounds for comfort in the house while you are absent.

While you are treating your dog's separation anxiety, it's important to ban lap time, sleeping on your bed, and to discourage him from following you around the house until the condition has eased. If he does follow you, take him gently to his bed and command him to go lie down, then praise him for compliance.

In severe cases it is necessary to medicate the dog. I would not recommend this before trying the above techniques for at least 8 weeks. If you don't see positive results then you may want to consult your vet about medicating the dog (only as a very last resort).

While none of this is going to happen over night you should start to see results within weeks and feel completely confident that your dog will be okay when you leave after 8 weeks of consistent training.

Best Wishes for success!