Your not properly training your live stock guardian dog. lots of people suggest against shock collars only because they believe its cruel. But if used properly and with warning it can be the best tool you ever used.
Give a clear verbal warning first, then if you can vibrate the collar and then shock them. after a few times they will start listening.
Make sure you get good training on how to use a shock collar if you use one. I'm not against them (we have an invisible fence) but you need to be careful in how you use it. You need to remember that the dog is going to associate the shock with whatever was going on at the time.
For example, if you tell a dog to "come" and it doesn't and you zap it you are only teaching it that when you say "come" it's going to get zapped. Result? You're never going to get it to come to you.
You need to make sure you use it when the dog is doing something you don't want them to (not just not doing what you're telling them to). A good example would be if the dog keeps taking something it shouldn't (shoes for example), getting on furniture it shouldn't, chewing on things it shouldn't... you want it to associate getting zapped with doing those things.