My 10 week old Yorkie puppy will
not walk on a collar. Whenever we put it on her she would just flip around and scratch it, and throw a huge tantrum if you attached a lead to it. We bought a fleece lined harness from
doggames.com: The Leading Dogs Site on the Net and it solved all of our problems with her. Apparently it acts like a body wrap and calms the dog down, and it seems to have that effect on Lola. Plus it's really cute

Also walking her with other dogs worked wonders. I took her out with the neighbours dog (well behaved miniature poodle and she was as good as gold, just following the other dog. I'm going to carry on doing that until she is comfortable to walk on her own.