I was going to post exactly what Luke's Mom did ...
That, unfortunately, it's probably just your little guy's digestive system needing to mature a little more. That you are doing all the right things already, maybe try looking for gassy foods in your diet to eliminate if possible, and it will get much better!
You also might try taking him off the breast after the first few minutes and burping him, then letting him continue to nurse. They take in the most air when they are first beginning to nurse, so it helps a lot of the time to help them get that air out before continuing to fill their tummy.
Kelly Mom's web site says:
"If baby has a hard time burping, try burping more often during a feeding. The best burping position is one that applies firm pressure to the baby's tummy. Placing baby over the shoulder way up so that there is pressure on baby's abdomen often works well. Walking around while doing this might distract her long enough to get a good burp. You may even want to lie baby down on her stomach and burp her that way."
As for eliminating any gassy foods in your diet this might help:
My baby is gassy. Is this caused by something in my diet?
Good luck and keep up the good work mama!