No doesn't sound like you are doing anything wrong. Just sound like a normal baby thing. Some do and some don't like it. My little girls good at being changed but I know that some babies really hate it. She doesn't like her hair washed though so that's always a run job! x
Aww bless him. He'll probably get used to it and start to like it. It's funny how some babies love it and some hate it. My little girl has always loved a bath.. So much so you can't get her out of it but curious as to what this baby will think of water x