I have 2 leashes, and allow him to bite the material one, it's kind of a game that we play with each other. I tug (lightly) he tugs, I run, he runs, I shake it, he shakes it, fun for the both of us. He seems to get that he can't play the game when i break out the chain leash, it's just walking time at this point.
It also helps that I combine the chain leash with his harness, and use the material one with his collar, so it's close enough for him to grab a hold of, it may be frowned upon but he and I enjoy it so whatever!
Barack Green GSD 8-25-2012 AKC reg 12-8-2012