Your puppy grabs your shoe and bounds away with a playful wiggle in his prance and a "you can't catch me" glint in his eyes. At that moment, resist calling your puppy unless you feel certain he will zoom to your side.
Instead, ignore him and get your hands on one of his toys. Then, with toy in hand, toss and catch it with all your attention on his toy. Do not even look at your puppy. Chances are your puppy will drop the shoe and will come over to play.
When your puppy knows the words "off" and "leave it" and will sit reliably upon request, you can approach the issue more directly. In the meantime, avoid losing the chase game and your temper.
Animal behavior experts Susan and Roland Tripp are the authors of "On Good Behavior." For more information, visit their Web site at AnimalBehavior.net.