Absolutely normal, OP.
Day naps are harder than night sleeps as your baby is less tired, so they need a lot more 'help' going to sleep. They only have 20 minute sleep cycles which is why they wake every 20-40 minutes. And they need to feed frequently so they are 'programmed' to wake often.
Do not waste your life trying to get your four week old to sleep in a cot, or to sleep longer than 20 minutes. I suggest a good sling so that you can pop bub to sleep in there and otherwise go about your day (a little pat at 20 min should give you the extra 20 minutes of sleeping time). Feed her every time she wakes - that way she will get used to getting most of her calories during the day. So you'll be feeding her every 2 hours. This is hard work, but in the next few weeks she will get faster at the feeds. She should not be awake for longer than 1 hour 15 min at this age - so wake, feed, nappy change, little play (no more than 20 min), then pop her in the sling and give her a quiet 'wind down' and then some patting/shushing to sleep.
She will start to consolidate the first segment of the night first - put her to bed at 7, an she will delay her waking for a feed later and later (10 pm, 11, 12, 1, 2 etc) ways get her up at the same time (usually 6-7) to start the day, always put her to bed at the same time.
Around 4-5 months she will probably get happy to sleep in her cot during the day, and around 6 months babies magically consolidate their day sleeps (so her day naps will go from 5-6 40 min naps to 3 1.5 hour naps, and then around 7-8 months she will go to 2 two hour naps or 1 two hour nap and 2 1 hour naps (often parental choice). Around 10 months she should have 1 45-60 min morning nap (at 9 am) and a 1.5-2 hour nap from about 12:30 pm, with a 6:30-7 pm bedtime. She will need this until about 15-16 months when she will drop the morning nap, and should keep the midday nap until age 3-3.5 or longer.
The put your baby to bed drowsy but awake rule really only applies from about 4-6 months. It rarely works in the younger group because they are not developmentally ready for it, and catnapping is the norm in this age group.
So if you have a baby that wants to be held, don't go insane hovering over a cot for 30 min to get a cryin baby a 20 min nap. Just pop them in a sling and go for a walk. The six walks a day will do you wonders, and you can even do housework, sit an read a book, or anything else with bub in a sling.
ETA - it's not a 'common problem', it's utterly normal and common infant behaviour
Edited by AntiBourgeoisie, 07 January 2013 - 08:07 AM.