Timber did this with me because she was scared. Too many new scary things for her! So I would pick her up and carry her and then put her down every five or so minutes and let her sniff around. Then I'd repeat. Eventually she learned that she was fine.

However, now I know it's better to stay away from walks altogether until the pup is 4 months. The risk of parvo is much too big! You might want to try waiting two weeks until your pup has had her last parvo shot.