Questions about my newborn?

im a first time mom and i'm ALWAYS holding my baby. if i set him down he starts crying. (going to bed is a pain, too) annyyyway, my husband got me a workout game for the xbox and i really want to use it during the day. is it really THAT bad to let the baby sit in his boppy on the couch while i workout and he crys? i feel like a terrible mom even when im eating and he is crying because im not holding him. but i need to do SOMETHING to get these extra 20lbs off because i feel like crying in a boppy about being fat.