He will get over the panic stage once he learns the lead wont hurt him.
I hate lead training!
Once he is passed the panic stage I find it best to bend down and gently tug till the pup comes to you and then lots and lots of praise.
Gradually build it up by going further, standing up etc.. You will get there in the end!
Of course other people have other methods aswell so you should do whatever is best and that works for you.
Good luck.
