Also it might help to leash your dog. Put him/her into position of sit or down with hand signal at the same time you are saying the verbal command. Then when dog sits step on the leash short so dog can't move. Wait only a moment and give treat, and praise heavly.
Using a clicker works wonder, in teaching new commands. The Clicker and treating along with prasing is usually the fastest way to teach new behaviours. As mentioned by others keep the lessons short, and add seconds for each stay or command. Then add more distractions as your dog is starting to get it. Always stop the lessons before your dog gets bored, so only work about 5 mins. per session JMO keeps your dog wanting more.
You will not have to continue the giving the treats. The high praise is sencondary for a reason. After awhile your dog will work just for it. So to make the praise more of a HIGH VALUE item NEVER give your dog anything without him/her having to work for it.
Teaching the "nothing for life is free" method "NILF" will help the dog to respect you and value the praise. The only thing your dog should get for free is a bowl of water. By making your dog to sit for loving, getting a bone, getting food, a toy, going for a walk, giong outside, you get the point.........he/she is earning it. JMO
Using a teaching lead for longer "stays" with more distractions and a distant "come" command is usually the best way to go.

Sorry for such a long reply, I tend to get carried away, you should see me shopping sometimes.
