I haven't bought one of these for Reagan but have three, one for each big dog. Its an anti-pull harness.
Here is a link to a craigslist post on it b/c it had the best picture I saw. The top part that is shaped like a triangle in the picture (its a big loop)goes around the neck then those two loops that are coming down, one goes around each leg. At the bottom of the triangle you can see a strap from each of the leg loops comes through and a ring is attached to the end of those, this is where the leash is attached. What happenes is when the dog pulls in tightens up underneath their legs and kinda pinches at that muscle right there and for all three of my big dos instant stop pulling reaction is emerged. For us it worked immediatly and our three big dogs have never grown accustomed to it or whatnot and started pulling again. Now again we haven't tried this on our yorkie but I would imagine the reaction would be the same I just don't know if they make them small enough. We got ours at Wal-mart but I haven't seen smalls there but if you are interested you could still check. When I searched google for "anti pull harness" a good bit of websites came up. I don't know the brand name of the one shown here (its the same as ours from wal-mart though) but there is another brand name "Sporn" that looks like the exact same to me.
Oh just wanted to add that one of our big dogs is a bloodhound as if you don't know much about the breed their nose is constantly on the ground and they are constantly pulling at the leash. They are constantly on a mission and in their own little world and this worked for her.