I have found that about.com has a wealth of useful dog information, including teaching your dog to lie down. Check out this link to their instructions for the basic down command http://dogs.about.com/od/basiccommands/ht/downcommand.htm
Once your puppy has learned what “lie down” means, you should practice it for longer 20 – 30 minute periods and insist that your dog “stay” in the down position until you tell him “okay” to get up. This will establish you as the pack leader to your dog. When you practice this exercise, you should sit on the floor and read or somehow quietly pass the time, staying in the same position next to your dog. This way, if he gets up, you are immediately ready to put him back in the down position, and keep him there until you are ready to tell him “okay” to get up. Eventually, when your puppy realizes that he cannot just get up without permission, he will accept you as the one in charge, which will be well worth it as you proceed with any more training beyond sit and lie down. Persistence is the key, and it may take a couple sessions a day for 3 to 4 weeks. In the end, you should rest assured that your dog will listen and obey this command in any situation.