Do you use a clicker? That's how I trained my dog. Using the clicker, he learned the behavior in about 5 minutes. It was probably the quickest thing he's ever learned!
Basically, I held out my hand, waited for him to sniff it, and the moment he did then click/treat. Hold your hand out again, when he touches/sniffs it, c/t. And so on. Move your hand around, and keep c/t'ing for the behavior.
Once he knows the behavior, stop using the clicker and just praise and treat. Then phase out the treats.
It's a fun one - people love when I do this one in public. It's not one of the "usual" tricks people teach their dogs and I always get the "ohhh he's sooo smart!"
