I've never done this but I was talking to someone and he told me the following:

Get a friend and a shotgun and shells

get your buddy to go about 100 yds away while you stand there gettin the dog all riled up playin with him and praising him

have your buddy start shooting and moving closer after shooting a couple times

get buddy to gradually move closer as he shoots while you're praising the dog all along

when your dog gets spooked have buddy back off and slow down and let pup get comfortable

from what I've been told if you do it right your dog will be okay