Forget about exercising him that way. What you should do is go to your nearest park with a tennis racket and tennis ball and hit it for him to retrieve. Our border collie loves doing that.
Get the phone book out and check for sheep farmers in your area, then do some phoning round to see who will accept a raw recruit and help in his training.
That is not really true only a select few make it as sheep dogs, it is a specialist skill that some do not have, I can also say that sheep are tougher than dogs but are far more stupid. They head butt dogs viciously, I have had to rescue the farm managers collie during dipping, so let him run in a park or something. Hope that helps
I've got the same problem with my 2 yr old collie rescue dog. I'm trying to find out about something called "flyball". Apparently it's a track that they run down, they then put a paw on this pad which releases a tennis ball and they then chase it back down the track. Something like that anyway. Sounds really really good fun and apparently the love it.Otherwise get him a really good frisby - my dog won't be parted with his.