Training your dog or puppy to fetch something is a great little trick and is both rewarding and great exercise for your dog. You can actually train your dog to "fetch", "bring" and "drop it" all at the same time.
For this training no treats should be needed, it is natural for a dog to want to chase after something so enthuasim alone should be enough to motivate your dog. To start you should have two balls, tennis balls will be perfect for most dogs but you may need smaller balls if you have a really small dog.
Get your dogs attention by waving a ball back and forth over the dogs head. The tail should be wagging and the mouth open in excitement. Now throw the ball and say "fetch" and the dog will run after the ball. When the dog gets the ball in his mouth say "bring". The dog may bring the ball right back to you.
If he does not then take the second ball and star playing with it yourself, make sure your dog sees you. The point here is to show the dog or puppy that you are having so much fun with this other ball that they will quickly turn their attention to you and this great second ball.
When the dog drops the first ball then throw the second one and again say "fetch" and when he gets it in his mouth say "bring", the dog should now start to realise that you want him to bring the ball back to you so the fun can continue.
When the dog comes back to you with the ball in his mouth say "drop it". As soon as he lets go of the ball heap praise on him to reward him.
Keep doing these steps over and over but do not ever chase after your dog or puppy while he has the ball. If you do he will quickly realise that this is a much better game, playing chase.
Always end the training in a positive way by playing with your dog or maybe giving him a treat. If you just end training as soon as he drops the ball as you ask then he will soon learn that "drop it" means "game over" and he may not do as you wish, for example he may chase after the ball but then he will not bring it back to you.
The key to this training is to practise often maybe twice a day over two weeks. As always do not train your dog or puppy if you are tired or angry, and remember to keep training to about 15 minutes or so.