My almost-5 month old does this. I'm not sure why--she didn't do it in the shelter as there was poop in her cage when I was there--but if I'm not right there to scoop it up as soon as she goes, she'll eat it. Strangely, she doesn't eat my other dogs' poop!
She has done this since I brought her home 3 1/2 weeks ago, while eating Science Diet (what she ate at the shelter) and all through the switch to Canidae. She's managed to grab and gulp 3 times (the first time I wasn't expecting it, the second time was in the house, third time I got caught without a baggie).
I will probably try one of the products designed for this issue--a friend has some from Solid Gold that she no longer needs so she's bringing it to me on the 20th. For now, I'm managing it by being RIGHT THERE, ready with a bag.
I did have a fecal run, since she was a little underweight, and nothing showed. Could there be some intestinal parasite that didn't show up?