I agree with the book suggestions. We did Happiest Baby on the Block (the 3 s's) with my son and it worked wonders. However, colicky babies don't always respond to it. We found for Grace we just had to love her, hold her, and make her comfortable in any way we could. She didn't take a pacifier and hated being shushed but liked the swaddle. Although we had to use the stretchy velcro swaddle blankets for her because she was a MacGyver!!!
I also forgot my mommy support group. It met at my church and was held by a certified nurse & lactation consultant who just encouraged me weekly and hugged me. It was hard! I agree to keep other people involved and reach out for help. Being alone with it day after day will make you feel hopeless. But it takes a special kind of friend or relative to hold your screaming baby and not take it 'personally'.
