Crying is totally normal, but can last a few weeks. Whatever you do, DON'T give attention to crying....it's rewarding bad behavior.
As to the food, for future reference, always buy small bags first to test. Go to petsmart or your vet and ask for samples...see what they like.
And, honestly, some great advice...watch that show 'it's me or the dog'. Even after putting one of our 2 dogs through obedience classes, i learned TONS from watching that show (or being forced to by my wife who loves it). Treat treat treat good behavior, stern voice of "no" for bad behavior.