Big Boy Bed HELP

About 2 weeks ago, Lennox decided he was completely finished with sleeping in a baby bed. No amount of coercing, ignoring, or discussing was changing his mind. He insisted on sleeping in "your bed." Initially, I thought that taking him out of his baby bed was a bad, bad, bad idea because then he would not be contained or restrained. He surprised me a few times though because I would put him in our bed and let him fall asleep. He wouldn't get up. He didn't try to come into the living room. He just went right to sleep. He did fall off the bed a few times but that's another problem that I think I can solve. Anyway, so Jay and I decided to go ahead and convert his bed to a double bed. Well, it seems that Lennox has no interest in staying put in his own bed. Every time we lay him down and tell him to go to sleep he cries and says "Way by me mommy/daddy.... way down wiff me." Now what kind of heartless soul can resist that plea? So, we end up having to lay with him until he goes to sleep. The trouble is that we fall asleep first. Then, even if we wake up later and get in our own bed, he comes to our room in the middle of the night and one of us ends up in his bed. What do I do though? I closed the door to his room and told him not to get up... he did anyway and then cried at the door until I went to get him. I keep talking it up but he's just not interested in staying in his room by himself. Does anyone out there have an ingenius solution to this problem? Please help me!