My dog will not pee on grass, because he is trained to go inside on his grid. I use a grid system which you can view on my thread
http://www.yorkietalk.com/forums/gen...while-ago.html
It is completely fine to train inside but it does require a slightly different mindset. I recommend you select a toilet that works best for you, and put in a solid 2-3 weeks of consistent training. If you choose midway to switch to a new toilet it does take some time for them to get used to it, and you can expect some mistakes in the beginning, but don't worry its an acceptable and convenient way to train your dog.
I lived on the 21st floor when we got Harley, outdoors was not an option. Now even though we live in a second floor apartment, he still uses his tray, and I love it, I never have to do bathroom breaks now.