Be sure to slowly raise the criteria that earn your dog a mark and reward. If you raise criteria too quickly, your dog no longer gets reinforce; he’ll think the game is over and will likely quit. Behaviors that aren’t reinforced extinguish, and you don’t want to do that!
It’s helpful to write out a shaping plan with many small increments in the program. Attain multiple repetitions at each step in the plan, and when you are ready to raise criteria, do it on an intermittent schedule of reinforcement. This means that when your dog offers his Step One behavior, you don’t mark, but rather wait to see if he offers a little more. If he does, mark and treat the “more” behavior, and then go back and mark/treat several repetitions of Step One before holding out again for a little more. Raising criteria gradually and continuing to randomly reinforce the lower-level behavior keeps your dog engaged and working. That’s what you need and want.