Try wrapping the lead loosely around the dogs neck so it doesn't trail along the ground and then when the dog lies down walk away. If it doesn't follow try encouraging it to you, maybe using the tennis ball, or hide round a corner which should prompt the dog to feel like it's being left behind. Once it's happy with the wearing the lead, gently unwrap it and hold it loosely while encouraging the dog to walk to heel.
Also, buy as many training books as you can, watch training DVDs and maybe join a training class.