What can I do to keep my baby's crying from waking his siblings?

Books. Consider ferber's solve your child's sleep problems or the no cry sleep solution.
Tough one. I have never found a good universal answer to this. Some siblings sleep deeply and the new baby crying does not bother them. Others not. Once the new baby sleeps all night (hopefully four months) all is better. While getting the new baby to sleep all night, the siblings can spend the night at grandmas or as a treat sleep in your room for a few nights.
Go to... Another room. Caving in to feed right away or to put baby in bed with you right away, just so baby doesn't wake siblings is not the right thing to do. Go rock the baby in another room, hopefully far away so won't disturb anyone.