It's better to go to your vet and ask where there are classes to train your dog. The trainers know best! The rest of us may be lucky and have a dog that loves to please and is easy to train, but for the most part I take my dogs into a group every week with a trainer when they are about 2 months old. Then I listen to the instructions from the trainer and I'm consistent with that training until the next group session. Dogs are smart (no matter what the breed) and one will never be sorry when they have taken the time (isn't that expensive in group sessions) to train their dog correctly.
If you can't afford these group sessions then go to a pet store or ask your vet what is the best DVD training program and watch the DVD and start training your dog. Here are some rules:
I have a Bichon Frise that is extremely smart. I took her to basic training and then taught her things like sitting; bang ... you're dead; dead dog walking ( she will walk slowly with head down and a slight limp) to saying her prayers (head between two front paws.) I have a red, blue and red ball and hide them in the house and ask her to find the ' red ball.' She get's it every time and if I say 'blue' she comes back with the blue and will even bypass the red ball. So much for dogs being color blind!
After training take your dog to a safe place and let them run and have some fun with them. Throw a ball, small stick or just run along with them. This eases tension and also lets the dog know if they train well with you and try their best then it's fun time. Dogs are extremely loyal creatures and always want to please their owners.