Mine learned it in one sitting. Now, by learning it, I mean they knew what the command meant and knew what I wanted them to do, they just didn't feel like doing it.

I was told once that you know your dog knows the command when they refuse to do it. :P

Just have some patience, and don't overwork the pup! Short sessions work best! Maybe 15 minutes here and there, and then take a break! Or if you start to get frustrated -- STOP. Your pup will sense the frustration and you will both start to get frustrated. If that happens, just stop and pick it up again the next day.