You just got the puppy yesterday...you have no idea what exhaustion is at this point.
Seriously, you need to keep the puppy safe. Time out works for both of them...side by side crates if you have them (and if you don't have one at least for the little one, I highly recommend it).
Be glad that your female seems to like the little guy but she could easily hurt him without meaning to.
Welcome to the board. (we're slow on weekends)