Samantha didn't bring the ball back the first couple times I tried to play fetch with her. I think it's because she was very young. I waited awhile before taking her out and attempting it again and it's like the instinct just kicked in and she brought it back to me. Of course, I praised her like crazy and now she won't stop bringing me stuff.

It could just be because your puppy is just that - a young pup. Give him time. If not, pick up a training book for puppies that includes games like fetch and other fun activities for you both.