There are some great training materials out there on shaping a retrieve. Lana Mitchell has a book called (I believe) "The Clicked Retrieve". It sets out the steps to teaching your dog to hold, carry and retrieve items. It's pretty much the same way I teach the retrieve.
Retrieving is not a real natural behavior in all dogs. My shepherd is crazy about it and was from day one. My chows are not so, and in fact Dora has (as far as I can tell) zero retrieve instinct. She will take a bone from my hand, carry it to where she wants to chew on it, and once it's dropped that's where it stays .. *L* .. I did manage to teach her to pick things up but it literally took me years. I didn't want to use any sort of correction - it was not a particularly important behavior - so I just kept working on shaping it until she finally figured out how to do it (and chose to do it).
Basically I took a dumbbell and held it out to one side and as soon as she glanced at it, I marked the behavior (said YES!! or you could click) and then followed that with a yummy treat. I did this a few more times alternating where I held the dumbbell (to the left, right, slightly above, slightly below). Then I practiced this everyday - a couple of sessions if I could fit them in - for a week or more. When she had it figured out that glancing at the dumbbell resulted in a treat, then I held it out and when she glanced at it and back to me for her treat I did nothing. No words, no movements - I just kept looking at the dumbbell. She tried a second glance .. and finally (frustration helps escalate a behavior .. *L*) moved a bit toward it. THAT got the reward marker and treat. From then on she had to move toward it.
We practiced that for awhile, then she had to touch it and we did that for a week or more, then she had to mouth it, then hold it, etc. Each step took at least a week.
We had some glitches along the way but now she will pick things up for me (keys, little bags, toys, etc.) but she still won't retrieve .. *L* .. and I don't care.
With my last chow, I started shaping a retrieve when she was just 8-9 weeks old. She had some interest in toys and I worked from there. She does a very nice retrieve for me now and it's never been forced in any way.
If you can find Lana Mitchell's book I really recommend it. I attended one of her seminars and also took some private lessons from her and I highly recommend her style of retrieve training.
Melanie and the gang in Alaska