The "Stay" command is actually two different exercises combined: the position command ("Sit" or "Down") and the "Stay" command. The Sit/Stay and the Down/Stay can only to taught after your dog learns the "Sit" and "Down" commands.

There are five parts to this exercise: the position command, the stay command, the hand signal, the stay, and the release.
The proper command to your dog is "Stay" used without the dog's name.
The hand signal is done by bringing your open right hand, palm toward the dog, down and across your body in front of your dog's nose at her eye level. Be careful not to hit your dog's nose. Make sure that the motion of your hand is down and across in front of your dog. Do not bring your hand out and toward your dog's nose. This movement my cause your dog to get out of the position that you want her to stay in.
The release is a command that you give your dog to end the exercise. The "Release Word" can be any word that you want it to be. Some common release words are: "OK", "That's all", and "You're free".

Put your dog on a six foot leash. Stand with your dog in heel position; the dog on your left side with her front paws even with the heel of your foot. Hold the leash in your left hand with the snap that hooks to your dog's collar at the back of your dog's neck. Keep the leash taught but not tight enough to be uncomfortable to your dog. Give your dog the command "Sit". PRAISE when she is in the sitting position. Give her the command "Stay" as you give the hand signal. Keep your dog in position for approximately ten seconds by pulling gently straight up on the leash and repeating "Stay" if she starts to get up. Try to refrain from touching your dog with your hands if possible during the exercise. Watch your dog closely and make the straight up correction as she is starting to get out of position, not after. Then do the same exercise but after giving the "Stay" command and signal pivot your body, stepping forward with your right foot first, directly in front and facing your dog . The toes of your feet should be only a couple of inches in front of your dog's paws. After the ten seconds pivot back to the heel position beside your dog; let the leash loosen; wait a couple of seconds; give her your special "Release Word"; PRAISE and a treat. Your dog should be doing a reliable "Sit/Stay" for at least one full minute with you standing directly in front of her before you begin increasing the distance that you walk away from her.

Increase the distance by one step each day until you are at the end of the six foot leash. Be patient but firm. If your dog gets out of position at any time go calmly back to her, gently pull up on the leash and repeat the "Stay" command. Be sure that your dog is staying reliably for at least one full minute with each step you take away from her. Your dog should be able to do a reliable Sit/Stay for at least one minute before you move on to the end of the six foot leash and at least two minutes before you move on to the 20 foot lead. Work gradually increasing the distance by one step each day until you can stand at the end of a 20 foot lead with your dog reliably doing the Sit/Stay for two to four minutes. Use the same "Release Word" for all stay exercises and remember to always wait at least a few seconds after you return to your dog before you give the "Release" command. Always give lots of PRAISE and occassional treats when your dog obeys your commands.

Stand with your dog in heel position; the dog on your left side with her front paws even with the heel of your foot. Hold the leash in your left hand with the snap that hooks to your dog's collar under your dog's chin. Keep the leash loose so that you do not pull on your dog at all during the exercise. Give your dog the command "Down". PRAISE when she is completely down then give her the command "Stay" as you give the hand signal. Keep your dog in position for approximately ten seconds by pulling gently straight down on the leash and repeating "Stay" if she starts to get up. Try to refrain from touching your dog with your hands if possible during the exercise. Watch your dog closely and make the straight down correction as she is starting to get out of position, not after. Then do the same exercise but after giving the "Stay" command and signal pivot your body, stepping forward with your right foot first, directly in front and facing your dog . The toes of your feet should be only a couple of inches in front of your dog's paws. After the ten seconds pivot back to the heel position beside your dog; wait a couple of seconds; give her your special "Release Word"; PRAISE and a treat. Your dog should be doing a reliable "Down/Stay" for at least one full minute with you standing directly in front of her before you begin increasing the distance that you walk away from her.

Increase the distance by one step each day until you are at the end of the six foot leash. Be patient but firm. If your dog gets out of position at any time go calmly back to her, gently pull down on the leash and repeat the "Stay" command. Be sure that your dog is staying reliably for at least one full minute with each step you take away from her. Your dog should be able to do a reliable Down/Stay for at least three minutes before you move on to the end of the six foot leash and at least five minutes before you move on to the 20 foot lead. Work gradually increasing the distance by one step each day until you can stand at the end of a 20 foot lead with your dog reliably doing the Down/Stay for four to six minutes. Use the same "Release Word" for all stay exercises and remember to always wait at least a few seconds after you return to your dog before you give the "Release" command. Always give lots of PRAISE and occassional treats when your dog obeys your commands.