[JoeyP]

since you call this pup your new baby I'm assuming that he's still very young
Puppies don't come with an inbred sense of knowing how to walk on a leash
You slap one on and you'll get one frightened little puppy
you need to get your pup used to having the collar and leash on before you start leash training
Put the collar and leash on everyday for a few mins and let him run around with it on
this will get him used to the feeling and weight of it around his neck
then once that's done start lifting it up and just hold it while he leads you around
then and only then can you think of trying to entice him with a treat to walk with you