Well, when we started walking out puppy, we started out practicing in the house with treats.  I'd put the leash on her and walk around a little an give her treats when she would follow.  Then I did the same thing outside for just short distances, and then eventually she GOT IT!  And now we can't even spell W-A-L-K without her going nuts from excitement

 hope this helps!

also we used the sense-ible harness - which I highly recommend! It made a huge difference when she started pulling!