I had allergy shots for several years, it really helped. Now I take allergy medicine, zyrtec d twice a day. I also try to keep everything as clean as possible and bath the furkids every week.
Perhaps you can bath the new puppy with a shampoo that helps eliminate the dander and allergens.
Here is a shampoo I have heard great things about...
Ecology Works Pet Allergy Shampoo - Pet Shampoo - Pet Allergy Shampoo - AchooAllergy.com
It is even suppose to repel fleas and ticks.