I have a new puppy, and it screams all night! Help please!?

I bought an 11 week old schnoodle puppy from a pet store 3 days ago. The first night she cried and screamed for about 30 minutes, but we managed to ignore her and fall asleep. We woke up at 5am to take her out because she didn't cry during the night. But tonight, it's 12:30am and I am on the couch with her. We put her in her crate at 930pm, and she cried, and screamed for two hours straight. And when I say scream, I mean it sounded like someone was beating her, something you simply cannot ignore. I then moved her to our room, hoping that her seeing me would comfort her and she wouldn't cry. No such luck. More screaming. Finally, because I just need to sleep, I took her into the living room and am on the couch with her as she sleeps peacefully. I dont know what to do, I can't ignore the type of crying, yelping, screaming, and screeching she was doing. But i dont want her to get used to getting her way. And I also don't want her to get bad separation anxiety because i crated her too young.