Priming the Pump: 
Description: this exercise is done once and once only.  The purpose of this exercise is to get the dog to make an association with the clicker and food (click = food).  Up until this point, your dog shouldn't have any type of association, positive or negative with the clicker.  This will get him to make a positive association.  

Action: Have the dog in front of you on leash.  Have about 20 or so training sized treats ready.  (Remember a training sized treat is only about 1/4 of a dime for a small dog and about 1/2 the size of a dime for larger dogs) When the dog looks at you or turns your direction, Click, count 2 and then give the treat.  Do this until all the treats are gone.  Remember, you aren't ASKING the dog to do anything, you are only rewarding him for paying attention to you.  

Tips: Some dogs are put off by the clicker the first few times that they hear it.  If your dog seems a little wary of the clicker, put it behind your back to click it, or put it in a pocket to click it.  This will muffle the sound a bit until they learn a pleasant association.