I don't think you can put your own dog into guide dog training. Most guide dog trainers are actually organizations that breed dogs for guide work -- the pups go into foster homes that take them out into public and give them basic obedience until they are older and come back and spend months in training, and are sold for thousands of dollars to their new homes. It takes alot of time and money for them to do this and most dogs will not make it if they don't have the right temperament. I don't think they will just accept an adult and train it for someone (especially when guide dogs can run for $20,000 +).

If you are looking at building confidence I'd look into agility training and try out some herbal remedies. Check out your health food store and see what sort of flower essences and herbs they have to combat whatever problem he's having.