I had a wonderful blue heeler that did the same thing, he would go as far as picking it up and draging it off by the base. I found he was really happy and having a great time so I never did try to stop it, rather I laughed until my sides hurt. It started to be a happy/special time for him and I would go as far as to call him when I going to get out that roaring beasty. Happy dogs live longer and he barked, bit, dragged, etc every one I had for 22 years. I put in hardwood floors after he was gone, vaccuming never was the same.
But if you must... basic obedence is a must. No, sit, stay. Some things are just too temping, but manners are a must, be firm but gentle.