Belgian Shepherds (Tervuren)?

Any one have any Belgians? What is the best way to train them? and what should they be trained to do? I have tried some agility training and am still doing that. She will not bring back a frisbee after she has caught it, instead running around with it. I've tried treats - no luck. She is very interested in the japanese beetle trap! Even to the point of tearing it down and prancing all over the yard with it! Boy was she proud!