One of the first and best things I learned as a new mother was how to swaddle.
When my twins were born they had a very strong Moro (jerking) reflex. They were full term and pretty tight in utero so when they came out their arms would spontaniously jump out just as they started to drift off to sleep. Swaddling was the only way we got any sleep.
You really don’t need much, just a nice cotton blanket and you are on your way to some sound sleep.
Some babies are unswaddleable, and just don’t need it. You will know when they just wiggle and jiggle out constantly. These babies will probably sleep for you swaddle or not.
When you get to the point where your baby shows signs of rolling over, or they are just more mobile, you can start to loosen the swaddle. Then you can leave one arm out and then the other. Eventually they will be falling to sleep without the swaddle at all.
[youtube=http://www.youtube.com/watch?v=CSYPqGtFBYQ]
Peace,
Jess