I want to make the caveot that I am not a vet and the advice I'm giving here is based soley on what I've read, have been told, and what I do with my own dogs. Ringo and Honey - the best advice I can give you is to visit Chris Zink's website and read her books:
http://www.caninesports.com/fitness.html
"An exercise program should start gradually, should be consistently applied, should provide variety, and should progress towards a specific goal. Conditioning is not just a weekend activity. A Golden Retriever that is being prepared for the National Specialty 2 months away may be taken swimming on Saturday when there is more time for travel, and on Sunday it may undergo skill-training (practice stacking, free-baiting, and gaiting) in the morning and a 30 minute trot in the evening. During the week, when the handler has less time to devote to conditioning, the dog may be trotted for 30 minutes on Tuesday and Thursday. On Monday and Wednesday, the dog may be worked on cavaletti and conditioning jumps, and on Friday it gets to watch a movie on HBO."
Her book,
Coaching the Canine Althete is my bible.
http://images.amazon.com/images/P/18...CMZZZZZZZ_.gif
Now, with the preliminaries over, here's my advice: before you start any exercise regime with your Yorkie. Have your vet do a full -going over, including blood work to rule any physical or congenital problem. Aside from the obvious orthopedic problems, you want to be sure that your dog does not have a heart murmur, liver shunt, diabetes, etc. If any of these problems exist, they will need to be addressed and controlled before you start your exercise program. If you think your Yorkie has an orthopedic issue (many have patella luxation including both of mine), a canine orthopedist might also be worth visiting to determine the degree of luxation for example.
Now, I'd get a base line for your dog. You want to know what your dogs resting heart rate is, what his capillary refill time is, normal temperature, and the normal color of his gums. I say that because you want to be sure that you can read when your dog is in distress. Next, you also want to be able to know how to test for dehydration and distress. What I do for my own dog is pinch some skin on his side and see how long it takes for the skin to come back. This should be instantaneous. If the skin tents, this means my dog is very dehydrated. To test your dog's capillary refill time (CRT), lift your dogs lip and press your finger against the upper gums. The gums should return to their normal pink color within 1 and half seconds (almost instantaneously).
One advantage we have as small dog owners, if our dogs do tire or have problems, we can simply pick them up and carry them the rest of the way home, so there's no need to push them beyond their limits, even if you are stuck on a hiking path, six miles from home (I once had to carry a bleeding Basset Hound to the vet, six New York City blocks away!).
While small dogs are not prone to this problem, you should also be aware of gastric bloat. Bloat is a situation where a dog's stomach builds up with gas. I don't think they know what actually causes it but I do know it is thought to be related to dogs swallowing air. It is potentially fatal. I bring this up because while you definitely want to provide water for your dog during exercise, you do not want him to be gulping his water. I usually carry pediolyte (sp?) with me mixed with water in a 1:1 ratio. I let my dog sip some (in other words, a few laps) before exercise, in between and after but I do not let him gulp it and will take it away from him if he starts to gulp his water. I also do not feed my dog his dinner or any large meal before or during exercise (I do feed treats while training for agility but these are giving in small pieces over the course of the training session).
Another you must be careful about his heat exhaustion. I literally dunk my dogs in water during hot days in order to keep them cool. I strongly recommend reading up on heat exhaustion (this would be a topic of another long post) and know the signs!
One of the best pieces of advice I've been given actually comes from my horse years. "Always trot the last mile home." Basically, it means you should sufficiently warm up your animal before exercise and after - just as you do for yourself when you exercise.
As for whether a Yorkie can walk three or four miles? Yes, he can, if he is properly conditioned and is in GOOD health. Don't just slap on your pup's leash and say "OK, we're going to a three mile hike today!" Especially with a new dog, I'd start with "OK, we're going to walk around the block today." And build from there. One block, into two, two into four and so on. Always with a good stretch beforehand and after (Chris Zink and Susann Clothier each offer stretching exercises in their books). IF I am going to jog, or do some agility/jump training, or jog my dog on a treadmill, I will also start out with a slow five minute walk beforehand and a slow five minute walk afterward.
The most important piece of advice I can give you is to learn to read your dog and know when he has had enough. Don’t push him and don't let him push himself past the point of exhaustion. Some dogs are very good at knowing when they have had enough and will "Tell" you. Others will work themselves into the ground. Growing up, we had a Yorkie who was insanely crazed about Basketballs. She would play with them until she had soars on her chin. IN order to keep her from playing herself, literally, to death, we wound up having to hide the basketballs! My little boy, is good at telling me when he needs a break. When we jog in the neighborhood, I usually, have him tied to me with a "Buddy System" Leash; he's wearing a harness (so that he can pull against the leash). When we start out, he's usually ahead of me and the leash is taunt. When he begins to tire, the leash will begin to sag. When he is running in tandem with me, I know he's had enough and we will slow to a walk and walk the rest of the way home.