Oooooh, I have so been there! Jesse couldn't sleep for longer than 20 minutes at a time for the first month or so, but it has gotten steadily better since. I remember thinking that we'd never survive the exhaustion, and a big part of it was that we weren't able to relax because we lived in such a state of anxiety about him waking up again. We were also really worried about him because he was exhausted, too, and CRANKY during the day as a result.
Our int'l adoption pediatrician advised us not to ferberize him until he'd been home at least 3 months. But things have gotten so much better now, and we can hear him wake up occasionally, babble a little to himself, and then go back to sleep. So, he's taught himself how to fall back asleep before the 3 months are up anyway (except when he's teething...then all bets are off

and we do still get up to comfort him then - heck, if I were that miserable I'd be making my DH hold me!) .
I agree w/
CSW so much about the carrying and holding. She gave me much the same advice when I posted my "I'm so exhausted" message, and I just determined then that I'd hold him or carry him in a baby bjorn as much as possible. My wrists and elbows hurt like heck, but I firmly believe that holding Jesse all of the time gave him the security he needed to be a good sleeper.
All this advice aside, here's a (((hug))) because I know how hard this is.