8-week-old Bichon barking when we leave or put him in his playpen

Hi everyone, we've just got an 8-week-old Bichon. He barks as soon as we leave the room or put him in his playpen. It’s exhausting—I don’t dare leave him for long and I’m absolutely worn out. I have another 10-year-old Bichon. We used to have two, aged 10 and 15, but we lost Caramel in May when he was 15. My husband wanted a second Bichon to keep our 10-year-old, Milo, company... I’m having regrets now as it feels like having a baby that cries all the time. Any help would be appreciated, thank you. <\/p>