Two things to try..
Newegg.com - Petstages Puppy Cuddle Pal
Buy.com - Petstages Heartbeat Pillow Dog Toy
Both worked wonders for Vegas.
Orion didn't have a problem. She had no litter mates for warmth. But she did have her stinky bear.
You should be able to find both in the puppy section of your pet store.