I taught Alvin puppy obedience commands using the It's PAWSible! Dog Training and Puppy Training DVD. Since I got one of the FLIP HD Camcorders, I can demonstrate what he learned on video.
The Leave It Command is taught in three parts. See http://squidoo.com/puppy-training-tip-leave-it.
By far the hardest part is to get the dog to look at you BEFORE you release him with an OK. Alvin does it perfectly. Simon took a while before looking up in the training process - dogs tend to focus on the treat. Wouldn't you if it was something you wanted to eat?
Training your puppy to Leave It requires some patience, but it's worth the effort when the dog passes up on something that could hurt him.
Training specifics are spelled out for you in the 5-week program on the It's PAWSible! DVD. See the DVD review: http://squidoo.com/dog-training-dvd-review.