Shooting dogs in action busting through the water on a retrieve, either real or training, or leaping over cut cornstalks or snow can make for the best pictures of your life. Dogs move fast in these situations, so you need to be prepared. Setting a high shutter speed (I like 1/1000th of a second or better) will freeze most of his movement and stop him in mid air. Some DSLR's will have a “sport" setting which will automatically boost the shutter speed. You may need to raise the ISO a stop or two to get an extra bit of shutter speed while still maintaining a decent aperture.
If you have a predictive or tracking focus feature on your camera, now is the time to use it. The cameras are pretty good at keeping focus, assuming you have a fairly fast lens with a max aperture of about f4.0. Once again, getting at the dog's level will improve your results. Lying on the ground if you're in a field or in the water with your waders on will accomplish this for you. I prefer to use longer lenses when shooting moving dogs.
I like the “compressed" effect it produces, plus it also lets me work back further from the dog and gives me more shots per retrieve.
As always, keep shooting, then shoot some more. Eventually it will all just come together for you.