I do not know which type of harness you use but I had the same experience with mine before until I bought this harness at Petco and she sudently pick it up and love the harness. The part that connect to the leash is at the back so it makes it easy for her/him to walk. After she/he is trained you can use other harness. Good luck.
http://www.petco.com/Shop/Product.aspx?familyid=7813