It takes time so don't get frustrated. My oldest didn't do it until 6 months or so.
My youngest can, but it took a lot of practice. What I did was nursed him to the part of his sleep cycle where he was smiling/laughing and would put him down. He would wake up briefly, look around and go to sleep. Now he's at the point if I put him down he goes to sleep without a wimper. Just keep practicing - your LO will get the hang of it.