OntarioSheltie
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When dealing with a fearful dog, its important to remember that providing them with comfort isn't a bad thing! I've copied and pasted this from a post I read online, I think it explains what I'm trying to say better than I can. 
1. There is a difference between comfort and coddling. When you comfort: say relaxing massage, gentle stroking, calm words of assurance, you are creating a positive association with the negative stimuli. Things that the dog really loves paired with things that are scary. When you coddle: hugging, cooing, fast light pats, you could be increasing the anxiety the dog feels or putting your own anxiety on them.
2. When a dog is in an extreme fear state, it is not in a position to learn much. At that point the flight or fight instinct has taken over and they are panicking. So this really depends on what "fear" you are dealing with. I had a dog that would spook at snowmen. In those times I would walk up to the snowman and touch it. Allow the dog to sniff it and move along. No comfort there. But say the same dog had a fear of men (which she did, but not this extreme). In those cases she would not just spook, but shake, hackle and bark. So, I would feed her the best treats in the presence of men. Her focus would be on me and she learned to associate men with yummy things. This is classical conditioning not operant, I think.
This web site and blog also has some good info in how best to handle a fearful dog.
http://fearfuldogs.com/
http://fearfuldogs.wordpress.com/2008/12/20/go-ahead-comfort-that-scared-dog/

1. There is a difference between comfort and coddling. When you comfort: say relaxing massage, gentle stroking, calm words of assurance, you are creating a positive association with the negative stimuli. Things that the dog really loves paired with things that are scary. When you coddle: hugging, cooing, fast light pats, you could be increasing the anxiety the dog feels or putting your own anxiety on them.
2. When a dog is in an extreme fear state, it is not in a position to learn much. At that point the flight or fight instinct has taken over and they are panicking. So this really depends on what "fear" you are dealing with. I had a dog that would spook at snowmen. In those times I would walk up to the snowman and touch it. Allow the dog to sniff it and move along. No comfort there. But say the same dog had a fear of men (which she did, but not this extreme). In those cases she would not just spook, but shake, hackle and bark. So, I would feed her the best treats in the presence of men. Her focus would be on me and she learned to associate men with yummy things. This is classical conditioning not operant, I think.
This web site and blog also has some good info in how best to handle a fearful dog.
http://fearfuldogs.com/
http://fearfuldogs.wordpress.com/2008/12/20/go-ahead-comfort-that-scared-dog/

