We didn't really have to do it with our dog, but I've heard getting a massive lead (or just dying a rope on to a leash) helps. You let them think they're free to run, but you still have control and can train them. Or at least catch them when they decide not to listen.
"Life should not be a journey to the grave with the intention of arriving safely in a pretty and well preserved body, but rather to skid in broadside, thoroughly used up, totally worn out, and loudly proclaiming, "Wow, what a Ride!"
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