Instructions
Teach your Aussie basic obedience commands. In order to trust your dog off-leash and allow it to run and play, you need to be sure it comes back with a spoken command. Alternatively, put a long rope on your dog. Always watch your dog to ensure it doesn't get caught or tangled. If your Aussie refuses to return, step on the rope and reel it in.
Find a safe, secure area for your Aussie to run around in. Ideally, this would be a large fenced-in area or a large field far from a major road.
Allow your Aussie to gallop around as fast as he can for several minutes. Bring a ball or a toy and play fetch, making an obedience command every time you throw the ball. This teaches your Aussie self-control during periods of extreme excitement.
Take up a dog sport. Aussies excel at nearly every dog sport from hiking to disc work to weight pulling. The goal of weight pulling is a contest to see which dog can pull the most weight. Disc work and freestyle involves performing tricks and retrieving frisbees. Competitive obedience challenges Aussies mentally, and agility sports involves negotiating an obstacle course.
How to exercise your Australian Shepherd
Australian Shepherds are medium-sized, highly intelligent dogs. They're bred to possess great agility, speed and endurance. This breed loves to work closely with their handler and can go, go, go all day long. Unlike some breeds of herding dogs, the Aussie has an "off switch" and can settle down at the end of a long day. However, if the Aussie isn't given enough exercise, behavioral issues abound. A tired Aussie is a happy Aussie.