These collars are FANTASTIC!!! I just started using the Gentle Leader Training Collar (bought mine at PETsMART) and it's working wonders for us just after a single day of use.
One of my dogs is horrible on the leash as she drags me around something fierce and my daughter was completely incapable of walking the dog due to how strong the dog is and how hard she pulls....
NOW... with this collar my daughter can walk the dog with a single pinky finger... LUV IT! So def give it some time and don't give up too quickly.
The main site for the lead I purchased is located at:
http://www.bargraph.com/gentleleader/intro.shtml
They've got a fair amount of info and tips on there that you may find useful.
How we got started with ours is....
1) Teaching her to put her own nose through the loop without actually restraining her or attaching the collar itself...
We use the command "Dress" and had a pouch of training treats at the ready..
Hold the loop lose and open in front of her nose and say "Dress" while holding the treat just on the other side of the loop (e.g. to eat the treat her nose has to go through the hoop). If she tries to get to the treat "around the hoop"...nope...no treat...and try again. When she goes through the hoop give her the treat...praise her..and let the hoop dangle for a second on her nose.
Lather ... rinse... repeat until she is comfortable putting her own nose through the hoop to get the treat (I have no idea how it happened but the total process took us about ten minutes...I was planning on a daily training routine for about a week lol)
Once she's got step 1 down it's time to move on to step two and actually attach the collar...
2) We hooked her all up... and kept the pouch of treats (I have one that attaches to my belt loops on my jeans) and walk her loosly for about 6 ft then have her sit...praise her and give her a treat... if she lays down or paws to get it off...no treat and try again. With the treats at the ready she should be willing to walk with you..following the hand with the treat...
In just 24 hours we got our out-of-control girl walking next to us with that lead...
She still stops to paw at it every so often but I think/hope time is going to heal that
Good luck with it!!!