Terriers must be trained with incentives, treats and plenty of praise. Dogs trained that way are eager to please and quick to learn. Never hit your puppy! A squirt bottle or water gun, combined with a firm "no" works wonders in stopping bad habits. Though crates can be a great training aid, puppies should not be left in them for hours on end. They need lots of playtime and exercise to grow up well adjusted and well behaved. Tired puppies are invariably good puppies. 

wonderpuppy.com is our favorite "dog behavior" web site, offering great advice for all aspects of dog care, from raising a well behaved puppy to dealing with aggressive behavior.
Dr. P's Dog Training Library has great training links!
Sheltie Training Articles are great, not just for Shelties!
Karen Pryor's Clicker Training page: Clicker Solutions