Try leaving the leash on your dog while he is still in the house. He'll, of course, drag the leash around (careful not to let him get caught or tangled), but he'll get used to the extra weight and get used to the idea of having a leash around him.
Also (and this may not work with a smaller dog), try pulling up on the leash while you walk slowly. If the dog is low to the ground or simply refusing to go anywhere, doing this techinique won't allow him to go anywhere but forward. (You just lift up and pull forward.)
I had a daschund puppy that would scream and cry like she was being hurt when I had the leash on her. I didn't put any stress on it, but she just whined and cried. So, over a couple of weeks, I left the leash on her when she played around the house and picked up the leash every once in awhile(without pulling it) just to let her know it was on her. I praised her and praised her for being good and not whining. Then I tried taking her out on a walk. First I set her down on the ground and put the leash(without any stress on it) under my foot. When she pulled and felt the tug, she would turn around, but I never had the leash in my hand. Haha. I guess I kind of tricked her, but it worked. When she turned around and started sniffing, I picked it up and walked with her. Eventually, I started on a slow jog, and she just trudged along and didn't even know it was on her. She learned, through praise, potty time, and outside time, that the leash wasn't bad; it was a reward.
I hope all goes well with your dog. Good luck.