All I did with Max was have treats available...I have him sit take his paw in my hand and say shake....put his paw back down and tell him good boy and give him a treat. Repeat....it took him no time at all and he was doing it all the time...now he will high five...as well as shake...he also will shake right and left depending on which hand you have out...he learned it fairly quickly...good luck
I taught my 31/2 month old golden paw (shake) in one night, poster above is right have lots of treats, I started out having her sit which we had her doing in no time also. ask for paw or say shake then take the paw in your hand then give treat, can even be her dry kibble, we worked on it for an evening then the next morning I tried it out and she did it with no help from me. now we are working on stay.