Some dogs take longer to adjust to a new dog. Do let them play but watch them. Separate them if it gets too rough but be sure you can really tell when it is too rough and when they are just playing rough. I have 3 Yorkies and boy can they make a racket when they play. They will growl and bark and make crazy noises.
It took about a month for my older Yorkie to accept the 2 puppies we brought home and even then I had to really watch them for several weeks. Now they are best friends!
We have an English Setter and it took him about 2 months to get to used to the puppies and he is doing pretty good now. We have had the puppies for 3 months now and things are quite well now.
Give it time and be patient. Also, really play attention to if they are playing (growling is often involved) and let them play. Usually one will yelp if they are hurt and the other should back down for a moment and they will learn not to play so hard.
__________________  It's raining Yorkies here! LOL Teek  ,Rowan  , Raksha (Grand Puppy)  , Raelyn  |