My Parson Jack Russell Terrier of 1 year old has some serious separation problems. When we leave somewhere, we have to put him in his cage for a bit. He starts yelping and howling and doesn't stop until we get home and someone gets him. Even when we take him with us when we go shopping, we get out of the car for 5 minutes, and he starts howling as we walk to the entrance. It's extremely embarrassing, considering the whole parking lot stares at him and us. Is there anyway to teach him not to yelp or howl when he's alone?