Megan, IF you are still considering breastfeeding, go for it - breastmilk is something a colicky baby needs even MORE than your average baby. If you are done w/ breastfeeding, please consider a trial of hypoallergenic formula for 2 weeks (ie, Neocate or Elecare) to see if this helps remedy your baby's pain/fussiness.
Please know that the majority of babies who have colic ACTUALLY have some sort of valid medical issue, whether it be an allergy to the proteins in cow's milk or soy, or acid reflux or GERD, or all of the above (since these things often travel together).
If wanting to breastfeed partially or fully, continue pumping to protect your breastmilk production, and right away please read this quick article on cow's milk sensitivity and how to fix it - cow's milk is, by far, the biggest offendor (whether via breastmilk or formula!):
http://www.kellymom.com/babyconcerns/food-sensitivity.html
If doing 100% formula, please skip this paragraph: Your baby is still quite young - my only other question is whether your baby is fussy because of hunger... if you are having any milk production issues, or if your baby is latching poorly OR if they're latching well but simply not able to move milk out of your breast effectively, your baby could be hungry. And hungry babies can be miserable, unhappy, colicky, so if you haven't yet considered it, check to see whether your baby is able to move enough milk during each breastfeeding (renting a baby scale and weighing before a feed and directly after a feed will tell you exactly how much baby has taken in). If you know baby was getting enough breastmilk, and yet was still colicky and fussy, then please consider the cow's milk sensitivity issue FIRST before anything else.
The fix for a baby w/ cow's milk or soy sensitivity is very straightfoward, and if you are religious about removing cow's milk products from yours and baby's diet (reading all labels) for 2 weeks, you would be able to see a change in your baby IF cow's milk sensitivity is the problem. Note that formula is based on cow's milk proteins or soy proteins, and if mom is doing both breastmilk and formula, ALL sources of food for baby need to be free of cow's milk during the elimination trial.
Hope this helps... and good luck! I know it's tough when baby is hurting - my 2nd was like this, and thankfully another mom shared this info with me and it REALLY made a huge difference for my son and me. Within 1 week of going dairy-free (free of cow's milk), improvement was noticeable. Within 1 month of going dairy-free, my son was a happy, glowing, healthy, NOT colicky infant. It's worth investigating, and I love that it was not invasive and did not involve medication at all. It may not be the fix for every baby, but it *is* common (which is why there are different formulas other than cow's milk and soy in the first place).
Hang in there!