@Snooks: I'm glad you like my xmas video!
Well as tx_cowgirl said, take a look at the challenge, it does help a lot.
How I did it? I just lifted her legs, and put on my feet at first. Then when I clicked enough for this position, I started slipping my legs under her paws. When we could take this position easily, I started moving my feet, walking with really small steps. At first, you don't even have to do a step, just move your leg, and he stays in the "cop-cop position" click and reward.
Then start doing bigger steps very gradually, and then you have it.
Hope I helped.