In a word 'routine'! Get used to having the same routine every evening. Get her ready for bed in a darkened room and settle her with milk, and do it the same time each night.

You basically need to teach them night from day, and if you're strict then within 4-6 weeks having them sleeping well shouldn't be a problem. We had our number 2 sleeping through at 8 weeks, but the first few weeks are going to be relatively sleepless no matter what you do.

It's important that you don't do something (rocking etc) that makes them rely on that to get to sleep, otherwise you'll have a nightmare if you want to wean them off it.

It IS hard at first, but be consistent, and believe that, no matter how bad it seems, it WILL get easier if you have a routine.

And congrats! It's a life changing experience!

Dan