My Puppy is scared of me.

You are going to have to be very patient.
Don't try to touch the pup for awhile, just sit on the floor (so you are near the dog's level) and talk very sweetly to it. It may take a week or more for it to forget its fear of you.
Once it starts to approach you, RELAX, and just lightly touch and pet the dog on it's sides and back. Leave it's head alone.

Sit cross legged while doing all this, once the dog actually climbs into your lap, you'll have your pup back.

Joe(Be patient. It's a baby.)Nation

I agree - how long has he been scared of you? If it is a short time - just do as Joe mentioned. It sounds like he is associating you with hurting him - he just needs to learn that isn't going happen.

Cuddling isn't something dogs do. Being face to face is, in dog terms, a threat. So, you picked him up, probably holding him face to face and trying to kiss him, then (from his point of view), you just dropped him, huring his leg. From his viewpoint, you were threatening and willfully cruel. That you didn't intend any cruelty or to frighten him doesn't matter, he can only see it in his own terms.

You might yet establish a good relationship with the dog. He's a puppy, in a year he won't remember any of this. Don't pick him up to cuddle him--holding him face to face is threatening to him. Puppies who avidly lick peoples' faces when they are picked up are attempting to propitiate someone who they think is threatening them--they're not "kissing" you.

A dog will be comfortable lying down with you, butt to butt. They will be comfortable if you are both facing in the same direction, but neither one of you is looking the other directly in the eyes. Just don't try to cuddle a dog the way you do a child. Don't stare at them and don't place yourself directly in front of them. If i thought a dog were trying to threaten me or to dominate me, i'd stand right in front of them and stare at them. If they moved, i'd move so that i were directly in front of them at all times. My posture and the staring would be telling the dog: "I'm the dominant animal here, wanna make something of it?" Unless the dog is a trained attack dog, it's going to work nine times out of ten, the dog will back down.

You want the dog to love you? Put him on a leash (no choke chains) and take him for a walk, every day. If you can, do it at the same time every day--pretty soon, he'll be getting excited and eager to see you at that time of day. A Frenchman, wise in the ways of dogs, once said: Ce n'est pas ceux qui les nourissent qui aime les chiens, c'est celui qui les faire sortir. "It's not the ones who feed them that dogs love, it's the one who takes them out."

Don't attempt to cuddle the dog, and don't look directly in his face. Take him for a walk every day. I guarantee undying dog love in two weeks.

Thanks for your advice, I that's a great deal of help, and I'll definitley be laying off the cuddling, it's got me no where so far!
I'll be patient and let him come to me.

Don't forget to take him for a walk, every day--that will clinch it, and he will love you. When he's older, take him to obedience classes--dogs might be shy at first, but soon they love it, and they love nothing more than to demonstrate that they know the rules, and that they can follow the rules.

What if he won't walk with me?