Typical puppy!!! It will get better once he is 12-18 months old.
OK guys, I know everyone is concerned about the pinch collar. So am I, someone who has trained for years with a positive reinforcement trainer. I agree with you, and normally I'm the first to jump but since you all have already I get to be the voice of reason.
Anyone can be a trainer (groomer too for that matter). There is no license. I've taken 7 or so classes with my own dogs and I could decide tomorrow that that makes me qualified to call myself a trainer and train dogs. Average people don't know this. They also don't know the history behind the alpha BS and new techniques that are based in science (like conditioning). People see Cesar on TV and think it's all about "dominating" your dog. That's why I'm so anti-Cesar. Not necessarily because of any one thing that he does, but because he glorifies the concept of this domination of your pet.
The bottom line is, you want your dog to like you. If he pees on the floor and you come home and hit him, he is going to think you are completely nuts and fear you. If he pees in the grass and you give him a piece of hot dog and do a happy dance, he sure as heck is going to try to repeat the behavior! Yes you look like an idiot standing in your front yard baby-talking to your dog telling her what a super duper pooper she is!!! But it works!
So, here's the bottom line. First of all, don't use a pinch collar on Yorkie or for that matter any dog under 12 months old (I wouldn't use them on any dogs, but even trainer who USE pinch collars I dare say..properly...will tell you that.)
Here's how they work on some dogs: Dog pulls. OUCH! OK dog stops pulling - when the collar is on. Off collar is another story.
Here's how they works on *other* dogs: Dog pulls to try to chase a bird. OUCH! Connection in dog's brain -> Bird=Ouch. Dog is now afraid of birds. Seriously! And you don't know which dog you are going to get.
Besides, WALKS are supposed to be fun. Loki knows the difference between going on a walk and getting to stop to sniff and whatever, and a walk where I ask him to "watch me" and follow by my side (we never taught him to heel because we never did trials.) It's not hard to teach - you just carry treats in your pocket and ask for his attention and when he does well give him a treat. Take it slow. Check out "Positive Perspectives" by Pat Miller. You can get it Borders or B&N or Amazon.
How do you get him to stop pulling? They make special harnesses for that. I even carry them on my website:
www.barkaholics.biz They even have them at Petsmart, although they don't carry all of the sizes. You do not have to use a pinch collar, ever. Please consider talking to some more trainers. Ask to see them show your their methods with their own dogs. My trainer doesn't even train with ANY collar. Yanking on a flat buckle collar is just as bad as a choke collar. Look for someone who uses treat rewards and consequences like time outs. No "corrections"
For your pup, exercise is KEY. Yes, your arm will get tired throwing the ball forever. Also, you dog might be smart (and therefore bored) so puzzle (food) toys help with that too! Bully sticks help too because your dog will chew the stick rather than bug you!
Good luck and please feel free to ask questions!!!