I am not sure what all the rest of the guys have said, as I am just too lazy to read all the replies so far. But, my family raises, breed and trains labs. As we have litters, or new pups, we simply start dropping pots and pans on the ground as they are eating. This helps them not be afraid of loud noises. As they get older, cap guns, and then finally blanks out of a pistol to finish. Good luck. PM me if you have any other training questions. I will be more than happy to lend a hand.
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"Many go fishing all their lives without knowing that it is not fish they are after." - Henry David Thoreau