Hello!!! You are so not alone here! My DD never really sleeps when we are out, and it has really bothered me, She seems ok, doesn't grizzle or cry, she is generally a content baby. I know she needs slee tho, and i try to get her down in the pram, sleep school said wrap her give her dummy and leave her with the pram covered, but we will get 20 mins if we are lucky...I wish I had a baby that slept more, but she like yours just doesn't want to miss out on anything, and she is very alert.
I guess all I can suggest is that u just have to perservere with what you are doing when you are out, andtry to get back into the swing of how you do things when you get home...
Sorry I haven't been any help, just wanted to let you know you are not alone
DH Neil (24)
DD Alyssa Grace 1/4/2005