My dog was the same way. I was able to use the vacuum as a brush to suck the clumps of hair off of him during the heavy shedding seasons, but one day he suddenly hated the vacuum. It was like a switch turned off in his head. Every time I got the vacuum out of the closet he would either run and hide or he would try to bite it.
I tried the same thing Pyratemom suggested but it didn't work. (maybe I gave up to early). Now I just put the dogs in the yard every time I have to vacuum. Good Luck.