We also started after his released, 3 weeks past his due date. He also hated it at first. I think what helps is short sessions. The physio explained to start him on his back, extend his arm then using his hips and legs, gently roll him onto his tummy. When he starts getting fussy, tuck his arm in, and again gently roll him back to his, err, back. This way he doesn't get too cranky and I can repeat the process 2-3 times.