Find a program that suits your expectations and stick with it. Training with someone with experience will help as well. Be patient and don't expect too much from you or your dog too soon. It will be a learning experience for both of you. The hardest thing for me was remembering that my dog is still a puppy, and that she isn't going to learn everything all at once. And she probably isn't going to get it the first time.
Good luck, be patient, and make it fun for both of you.