My daughter did this from about 6 weeks - it was awful!
The thing that worked best for me was holding her in quite an upright position (so, her belly to mine, angled slightly) with my hand pressing a little on her back. I found this way, she brought up any little bubbles of air as she fed, and she didn't get as squirmy. It mightn't work if you have larger breasts though.
Hope you find something that helps...feeding problems can be SO frustrating