Much like our cat, nonym. He does those things to any moving creatures around the house or in the backyard. And his favorite are lizards, salamander, and birds. He's really notorious for that but we can't control him.
It's really some kind of a "sports" for them so I guess we just have to keep watch always to save those poor animals.
You can't get your dog to leave those frogs alone because they're his toys. You can only keep him away from them before something bad happens.