Is this the first hunting dog that you have trained?
How old is your lab?
What training program are you following?
If your dog is over 6 months old, has he been Force Fetched?
Are you using or planning to use an e-collar?
Does he escape from his pen or do you mean that you have him out of his pen for 30 minutes a day?
Do you train with bumpers? - frozen birds? - fresh birds? - have you introduced him to wing clipped pigeons?