My baby Kaji loves to jog! We take a very hilly trail near Dodgers Stadium. But.... There are 2 things at play here. 
1. I'm S.L.O.W. it doesn't take much effort on Kaji's part to keep up. 
2. Kaji is a "bigger" yorkie. He's 7-8lbs which I think is small but most people think is too large to be a real yorkie.  
What I usually do, which would kill a run for most people, is have Kaji on a retractable leash, and let him sniff and mark the path as he pleases. I end up doubling back A LOT because Kaji's stuck sniffing a tree or whatever. It definitely interrupts the flow of my run, but I'm use to it now. I've been on one run without Kaji and it just felt... wrong. I know that's strange but I miss my jogging buddy when he doesn't go with me. One downside, if he's spoked and puts on the brakes right in front of me, I'm left stumbling and tripping trying not to step on him.  
I do agree with ilovejoel's recommendation. Never take a puppy. Putting that much stress on their little, developing bodies doesn't seem like a good idea. Kaji was 2 yrs old when we finally starting hitting the trails together.  
Hope that was helpful. 
