Have you ever been to an Obedience Trial and watched the dogs participating? There is one exercise where all of the dogs must line up, go into a 'down-stay', and remain there while their owners walk away. Most of the dogs wait patiently, trusting that their owners will return. Some get up and do not pass the test. Of those that do stay, some lay their heads down, preparing themselves for a long wait. Others stare vigilantly in the direction that their owners were last seen, stiff as a board while they anxiously await their owner's return. Some remain in place but are clearly resisting the temptation to bolt up and greet the other dogs on the line.
What do all of the dogs that remain in place have in common? They all 'stay'. Your Jack Russell Terrier might be the dog that is trying not to greet every other dog in the line, or the dog that is staring holes in your back while you walk away, or perhaps he is the dog that is calm enough to take a nap while you are gone. Whatever his personality is, 'stay' is a wonderful command to teach him.
Imagine having a dog that will "Stay" when you tell him to--even when dogs walk by, kids chase each other in a nearby field, bicycles whiz past, and you walk away to do something for a moment. It might seem impossible, but 'stay' is actually not that hard to teach. Teaching your Jack Russell Terrier how to remain in place when things are tempting him to get up simply takes practice and consistency. 'Stay' is not only convenient but one day it could save your dog's life.
Expect 'stay' to take between three and eight weeks to train. How fast Fido learns this will depend a lot on how often you practice it with him. If you wish to teach him how to stay at a distance, for long periods of time, and around hard distractions, then expect the training to take longer than eight weeks for most dogs. He should grasp the concept of 'stay' rather quickly though. It will simply take him more time to build up the self-control required to remain in place when things are tempting him to move.
Which method will work best for your pup will depend a lot on the age and temperament of your dog. If your dog is easily motivated, loves to please, or is very young, then the 'Reward' method will probably yield the quickest results. If your dog is not very motivated by rewards or tends to ignore you when you do not have a treat in your hand, then the 'Stop Sign' or 'Leash Pressure' method will probably work best.
Once your dog has learned 'stay', and you are working on increasing duration, distance, or distraction level, then try rewarding your dog while he is in the stay position without letting him get up, in addition to when you tell him "OK". Doing this will help him to enjoy staying, rather than simply waiting to be released the entire time.
While you are working on increasing the amount of time that your dog stays put, you can do the 'Pressure' method while sitting down. You can even do it while you are work on your computer or are watching TV. Just remember to reward your dog for doing well, and to work up to long periods of time very gradually. Once your dog is staying for twenty minutes or longer, feel free to offer him a stuffed Kong or chew toy to chew on while he is in the 'down' position.
When you praise your dog while doing this, praise him in a warm, genuine, and calm voice. Do not praise your dog in an excited or loud voice while he is still in the 'stay' position, or you might cause him to get up him before he is supposed to. When you first reward him with a treat while he is in the 'stay' position, he might think that that reward means that he has permission to get up. Simply insist that he stay, and he will learn over time that rewards do not mean the command is over, only "OK" means he that he can get up.
To get started you will need lots of small, tasty treats. If your dog is very food motivated, then you can use his own dog food in place of the treats as a reward. You will need a calm location to teach this at at first. Your dog will also need to know the 'sit' or 'down' command. If you are using the 'Leash Pressure' method then he will specifically need to know the 'down' command. If you are using the 'Leash Pressure' method, you will need a six-foot, non-retractable leash and somewhere comfortable for you to sit. For all of the methods you will need patience, possibly a bit of stubbornness yourself, consistency, calmness, and warm praise to let your pup know when he has done a great job!