I've never had one do that before. I just put it on them and take them out in the yard and to tell the truth the first time is hilarious! They run in every direction at once, but they catch on soon. It wasn't the first time I'd taken Kacee out, but it was one of the first few times when I put the extendable leash on her and she went nuts. She felt like she was a free yorkie!
The only problem was that she was running so fast that she started running around a tree in the yard and it scared me to death! I was afraid she'd hurt herself, but it all worked out!
If you take them somewhere they want to go besides their own little space it might help!
They are all different. Ya just have to keep trying things.