Here is a video of a beginner shaping exercise to get your dog to pick up an object of your choice. Pick a favourite toy or something you think your pooch will be interested in.
Starting with the end behaviours of the retrieve is good and allows you to practice the pickup and hold every time. Once the dog has got the hang of picking the item up and holding it for you to take it's easy to toss the item just a foot or so and he/she will already be strongly motivated to bring it back to you to get his/her reward.
Shaping, if you've not done any before is a great doggie mental workout - they have to do all the work, your job is to sit quietly, watch carefully and click the behaviour you want to encourage. Slowly and surely progressively asking for a closer approximation to the end product you have in mind before you click.
Ignore other behaviours your dog throws in - Joe uses his paws a lot to start off with probably because we've done a lot of paw targeting recently but by the end of the short session he's worked out that it's nothing to do with paws.
Keep shaping sessions short, 4-5 mins is plenty and very mentally tiring if your dog isn't used to it. This videos are unedited so you can see the whole sessions, approx 3-4 minutes long.
Beginner Shaping Exercise - Toy Pickup
The Ten Laws of Shaping
By Karen Pryor
Taken from Chapter 2 of Don't Shoot the Dog by Karen Pryor