Thanks for your reply!
I have done that - I've gone to the library around the corner, and I simply put on his harness/leash and then picked him up and we walked out the door and I didn't put him down until we were about a block from the library. He walked to the library with me, and then he walked back with no major issues.
He does tremble a lot in my arms when I do that. I just try to talk a little to him so he knows we're okay. I have no issues with doing this, but I just worry that I'm reinforcing bad habits by picking him up.
I've tried going the other way, but that doesn't seem to work with him either. Smart guy