I need some help in regards to walking Major.

I put on his harness that I got him, he didn't seem to mind it at all. I attached the leash and off we went.

Well, he started pulling, so I stopped. Then, he started doing his high-pitched bark.
The one that can carry on for blocks, and really hurts your ears.

So I waited, and I waited, and finally he sat down. I started going again but the same thing happened. He won't stop pulling, even with the harness, and when I stop, he yaps. Help needed!