Seriously watch Cesar Milan's video (its on youtube). Cookie is almost 5 months old and he stays outside for hours without any issues.
Basically the way you train is to put the dog outside, and ignore them. They will claw and bark and make a big deal at first, but then they will go lay down or explore the yard. Leave them toys and things to keep occupied with. BUT THIS IS IMPORTANT.
The way you transition into this is to put the dog outside, ignore them, but ignore them WITHIN SIGHT. Let them see you are only 10 feet away, inside the house, but ignore them. They will learn that they can be part of the family even if they are separated by a door. Do this often, but only 'treat' when the dog goes and lays down or stops begging for attention or causing problems. Reward good behavior only!
Next, you move further away, eventually out of sight. The dog still thinks you are near, and you open up the time gap from when they see you, to when they don't but always keep the door or barrier in the way. Reward good behavior, and ignore bad. It may take an hour before they 'give up'.
Then, try short trips to the mall, store and such for an hour at a time. The dog won't know you are out of the house, and think you are near. The dog thinks you are close, even though you may be hours away.
Remember, leave some toys and such so they don't chew on bbq hoses or important plants and such. AND REMEMBER, the dog needs to think you are at home, even though you are not.
Like all training, its practice. Keep with it, and be the boss! Cookie is not a perfect 5 month old puppy, but I can't ask for a better puppy, he is doing really good!
Last edited by Walperstyle; 12-14-2012 at 11:13 PM.