STEP ONE
Enroll your dog in a basic obedience class to learn the 'Heel', 'Sit' and 'Stay' commands. Or follow the steps I've provided for you to learn how to train your dog to sit, stay, come, heel and lay down yourself.
STEP TWO
When your dog is learning a command say "good" the instant he exhibits proper behavior, and then follow up quickly with a reward of treats and more praise.
STEP THREE
Begin increasing your expectations very slowly. For example, lenghten by a few seconds the time your dog must sit before you shower praise.
STEP FOUR
Reward even the slightest sign of effort your dog is making to meet you increasing expectations.
STEP FIVE
Move on to other commands once your dog is comfortable with, 'Heel', 'Sit' and 'Stay' and with training in general.
STEP SIX
Train throughout the day, when you have free time, in a quiet area free from distractions. Limit each session to 5 to 10 minutes.
STEP SEVEN
Train in a busier environment only after your dog understands the command entirely, but realize that you may need to start from scratch because dogs are situational learners.
STEP EIGHT
Reduce food rewards gradually, but always give an abundance of praise.
TIPS
Check with your local humane society or community college to find out about obedience classes.
Be consistant in training and always use the same words, body language and tone of voice for the same command. You will confuse your dog otherwise.
Be patient, Your dog needs time to understand what you want from him. If he isn't responding, reconsider your approach. Most of the time it's the trainer's fault that a dog doesn't understans what's wanted.
Teach your dog a release command, suck as 'OK' or 'Free', early on, so he will know when the taks is over and it's OK to relax.