R.J.
It is not normal for him to still be crying and behaving this way after a month. If I were you I would find another day care. I had this exact problem with my daughter and it turned out to be the daycare and the staff that was taking care of her. I removed her and never looked back.
Have you considered placing your child in a facitlity that has continous video coverage so you can actually view his room on the internet while you work? My daughter is grown now and has her own children but they are in a daycare that has the continous video. I look in on them often during the day just to ease my own mind.
Good luck
R.