Advice for seperation please..?

i got a 12 week old jack russ pup, if i need to go out then i have to plan to walk him first (n he takes alot of walkin to tire out) so wen i leave him he'l sleep n not whine but was wonderin if any advice for if i gota nip out? if i dont walk him 1st he whines his head off n i got a pain in the *** neighbour who moans bout everythin!! i leave the tv/radio on, hes got loads of chew toys n bones etc have tried practicin n doin it little by little - leavin him for 10mins then 20 mins etc sometimes he ok sometimes he not