lisa, my friend's baby was the same - he refused to sleep on his back. so she let him sleep on his side, only to be told off by the MW who said "no he MUST sleep on his back" - endless nights of crying followed. then the MW was replaced by the HV, and when she asked if they had any problems my friend told her that they struggled to get him to sleep as he preferred sleeping on his side and wouldn't settle on his back. now, the HV sounds like she had her head screwed on, because straight away she was like " for goodness sake let him sleep on his side if that's what he wants", after that they had no problems with him not settling.
apparently the reason why they recommend babies are put to sleep on their backs is to reduce the risk of them rolling onto their tummies. (which in itself probably isn't as bad as they say, as when i was little all babies slept on their tummies!) i've been told that if your baby sleeps on their side, to put the lower arm forward a little to stop them from rolling onto their tummy.
there are nights when ruben won't settle unless he's on his side, so i put him on his side - when i come to do a feed he's more often than not rolled onto his back anyway.