The best thing you can do is ignore him, but i understand your position on where you live,so you need to try and help him not cry at all. I assume your pup is very young and has just left his mum and litter mates, if so he will be lonely to help him overcome this you could try leaving a radio on quiet in his room where he is sleeping you can also try wrapping a ticking clock up in a blanket and put it in his bed area(make sure he cannot chew anything off it) wear some old clothes for as long as you can then put them in bed with him so he can smell you when you arnt there all these things should comfort him and reassure him, these things will also help when you go out and leave him.