Separation anxiety shetland sheepdog?

I think my 1 1/2 year old shetland sheepdog has separation anxiety. He follows me everywhere I go, and when I leave he gets very depressed. When I walk around the house, i either feel his nose on my ankles, or he is walking infront of me, stopping every second to look back and see where im walking too (and i always end up tripping on him!) He has to be where ever I am always. I love him to death, but he doesnt seem to like anyone else. Me and my boyfriend got him together, and he absolutely HATES my boyfriend. We have no idea why. He shakes when around him, and he hides under the bed! The second he leaves, my sheltie runs out jumping for joy. He loves other dogs. He just doesnt seem to like anyone else but me. How can we help him? I just hate how anxious he gets, I can tell it affects him alot. We got him at about 5 months old and he has been like this since day one.