I would start yesterday. I mean I agree with Losthwy in saying the sooner the better. Make sure it is fun and keep the sessions short. Always have the pup wanting more. There are a lot of great books and videos out there but the key is to stick to one type of training method and get some professional seminar help whenever you can. I would also recommend highly the magazine- The Retriever Journal. The best hunting related magazine I have ever subscribed to.
Another huge thing is to be patient and don't get angry during training. Baby steps are the way to go at this point. Don't skip steps.

Best of Luck,
Mathewsconquest2