He is just not use to wearing clothing. Recently Pebbles had a sore on her paw and I had to use a KisseCollar. She did not like it at all and would not move. But I sat her on my lap for a little while and eventually she began moving around. Within a few hours she was much more comfortable and now she behaves normally. Instead of putting the coat on for a walk let him wear it while in the house and become accustom to the feel. Like Mardelin suggested even start with something lighter like a tshirt. The only thing with clothes is that you need to make sure to brush them out well after taking it off. Treats will also help