Why can't my baby fall asleep without nursing?

I have a 1 month old and he can't seem to fall asleep without nursing or sucking his pacifier. We bathe him and then I try to feed him one last time before 'bedtime' and he always falls asleep. As soon as I go to move him he is awake and cries. The only thing that seems to work to other than sucking something is if we put him in his swing. I just don't want to have him dependent on his swing to put him to sleep either. What should I do?