Keep working on it you will succeed.
I agree with Miranda, your Cocker IS a gun dog, it needs outside time.
Did you know that you can buy specific "dog fence"? We have it around the house, (roughly an acre), and will very soon have our top paddock done as well.
It comes in a variety of heights, ours is the tallest, as I have seen our boy go over the normal fence like it wasn't there!
Our baby came home in her crate, and was locked in at overnight for a little while, like NoodleNut, we had a puppy pen around the crate. The puppy pen is now gone, except at their dinner time, and that is so she doesn't help our boy eat his, because he does let her share ;)
Then, when it was really hot I shut the pen, but left the crate open so she could get out and lay on the lino.
She loves her crate, and puts herself to bed if she is really tired, or if she is a bit scared of something, the door is never shut, she can come and go as she pleases, and has put herself to bed in there now!!!!
She and our other adult dog have full run of the house, except for the bedrooms. We have a wooden barrier that we can step over across our bedroom doorway. She is now nearly six months old, and could get over it if she wanted too, but hasn't ever tried, she knows it is off limits.
Now that she is bigger she sleeps wherever she wants to, (they are always inside at night), they have two trampoline beds, plus ours are allowed on the furniture which is covered with bedspreads. Our choice, the joys of having no kids at home anymore!!!! Our house, our rules, If visitors don't like the dogs inside, they are welcome to NOT come back .
The dogs can come in and out whenever they please during the day when I am at home. They go stalking birds, watch the horses when they are near the house, etc. etc. When I go out they go into a very large dog run outside that has one end enclosed from the weather, and has a roof with open sides on the rest. It has straw on the floor in the winter, with two trampoline beds with blankets, and tarps that I can let down on the sides if it is pouring and cold. I don't trust that they couldn't get out somehow while I wasn't here (If someone came and left the gate open for example).
Although we did leave them inside for the first time while we went away for a short while last night, no problems when we got home.
A crate is fantastic for short periods, but should never be used for the dog to live in for long periods of time. As I said ours loves hers, and she recently had to spend a few hours at the Vet, they were quite amused, and surprised, at her because when she got bored/tired of being out, she put herself back in the crate there! (She had my old jumper that she normally has in her own crate there). Then when I went to pick her up she was sitting on the receptionists knee at the desk!!! We have a few Setter converts at our Vet, cheeky girl she is :D
I wish I had know "about crates" with our other dogs, I only came upon them when I started showing our beautiful girl that we lost at Christmas time
They are the best training tool ever, but not to be misused.
Hang in there, you have to be strong, it sounds like you have sussed out the crying to get out issue.
Now to fix up the backyard so pup can go out and play and explore while we still have a bit of nice weather.
Good luck with your new baby.