Shampoo dogs in a bath, small dogs in a sink, try to have an assistant standing by. Use luke warm water (hand temperature). Although a shower attachment might seem like a good idea, the water will be pressurised and liable to vary rapidly in temperature. Many dogs will love having the shower attachment on them, but for smaller breeds jugs of water slowly poured will be much more successful. Prepare jugfuls before getting the animal in the water, and have them handy for rinsing. Pre-diluting the shampoo with an equal volume of water can also make it easier to cover all of your pet.
If the shampoo requires you to leave the lather for a period of time (eg five minutes) it is essential you do this - otherwise the whole fuss will have been for nothing. Get somebody to time you, or listen to a couple of songs on the radio to make sure you leave it on long enough. Finally, remember, the calmer you are, the calmer your pet will be.