How do you teach a baby to fall asleep on his own??

Well, the best thing to do is to let him fuss a bit and if he gets himself soo worked up that you know he isn't going to fall asleep, pick him up again and get him to the point where he's drowsy and then lay him down again. Just keep doing that... get him into a good routine and eventually he will be fine and he'll be falling asleep on his own in no time. As he gets a bit older (4-5 months) you can start laying him down more awake so that you don't even have to rock him or anything.