If you don't own another dog, then find a friend to go for a walk with you that has a dog on a leash. Once your dog sees that the leash does them no harm by looking at the other dog it's easy. Just go for a walk on leash a few time with your friend and then take the dog somewhere quiet (like a park with no other distractions and practice.) They should walk on your left side and you hold the leash up and tight in your hand. Never shout or bark orders at your dog, (have some treats in your pocket) and when you are out stand still, use the leash to tighten on the dog and control him/her and say sit. If the dog doesn't, then gently tighten and pull back the leash and take your hand and push them down by their butt. Praise the dog and give them a treat. After a couple of times of this they'll do it on their own. The dog should always walk on the left side of you. You can train them to do this by holding the leash short (wrap it around your wrist until you have control). Teach your dog to heel (on the left side of you on leash or not), stop, back and sit. Dogs love praise so when they listen to you give them plenty of it and don't forget those treats. When I train my dogs (just trained a little 6 month old cockapoo) they aim to please as all dogs do. A well trained dog is a pleasure to have around. If your dog is small then use a harness and not a leash attached to a collar. This is good protection for your little pet should the danger arise where you have to get your dog up off the ground quickly. If you have a large dog then use the leash only. If you go to any pet store they should have DVDs on training your dog. Remember, take a short time at the beginning to train or the dog will become tired and disinterested and after every lesson, so have some fun with your dog and let them play and romp. This way they know if they listen well to you then it's "fun time!"
All I did was use the leash at least three times a week and over a course of about five weeks he wanted me to take him for a walk. He just needs to get used to it.