he's obviously happy to use it as a den but have you done the training on closing the door. It doesn't sound like it as he gets stressed whenever the door is closed and you leave the room. At the moment the crate is not doing its purpose because he's seeing it as a prison.
Please look here for crate training tips:
http://orangedog.forumup.com/about429-orangedo g.html
feel free to register, among others there is an ex vet nurse and dog trainers on the site. all giving excellent advice