This first step is essential - don't skip it!
With this method we are going to be "shaping behaviors." You need a way to signal to the dog that he is performing whatever behavior it is that you were trying to get. Initially he will also get a treat for each correct response but since that takes a few seconds (at least) to happen, the clicker marks the exact moment of response, essentially "bridging" the time between response & reward. This is classical conditioning, like Pavlov & his drooling dogs. You are going to take a clicker & pair it with a food reward until the click itself gets the dog all happy.
So.. get yourself some clickers - little toy-like devices that make a fun click sound. If you prefer (or while you are waiting for your clicker to arrive), choose a "bridge word" instead. I suggest "Yes!!" - it is short & happy! Say it briskly, in a rather high pitched, & very excited voice. I will be using the term C&T in the lessons, meaning to click & give a treat. If you are using a bridge word, just say it & give a treat whenever I have written C&T. I do recomend the clicker over just the word most of the time, however. It seems to be processed more quickly by the dog's brain and the consistency of the click sound is also good.
And don't worry - you won't be clicking forever... they are only used in the training phase of any new behavior!
Okay, go in a quiet room with your dog & have a bowl of really tasty treats. Food such as hot dogs, chicken, roast beef, etc. works really well, so do high quality (all natural) dog treats such as the Oinker Roll or Natural Balance. The treats should be cut up into very small pieces & be soft (crunchy ones take too long to eat). Or have a large chunk that you break small pieces off of.
Now, as long as your dog isn't doing anything naughty at the moment, click your clicker (or say your bridge word) and give him a treat. Then click it again & again give a treat. We are NOT asking for a behavior (such as sit) here at all... just making the connection needed for the clicker to be effective. (A few dogs are frightened by the click sound. If your dog is, then try muffling the sound by having the clicker behind your back or in a pocket, or by using a Snapple beverage top - pushing in the raised button in the center makes a softer click. The fear shouldn't last long! )
Repeat 5-10 times. You'll know when you can stop - you'll click & your dog will immediately look up at you, "There is that sound, so where is my treat?".
I'll give you a few minutes to go do this...
There! Wasn't that fun? Excellent job, trainers!
AN IMPORTANT NOTE! To really succeed with this method of training, it is essential that the bridge, whether it be a clicker or a word, ALWAYS be followed by a terrific reinforcement. It is usually referred to as "click and treat" for a reason. That is one danger of using the bridge word.... I found that I said "Yes" to my dog at times when I wasn't necessarily training & didn't follow through with a treat (or something equally rewarding for her).