Are you using a collar or a harness? I would definetly use a harness..then if you do have to tug on it a bit, its not at their neck.
I have to leash Daisy, or she runs. But this is because she is new to us.
Eventually I may be able to let her off....
BUt when we go outside, especially now that its really cold..she stands still and shakes. WILL NOT GO!! Drives me up the wall......but hey....
anyway, I suggest a harness if you aren't already