Dog Whisperer Cesar Milan had an ep on his show with a segment dealing with the exact same thing.
It was season 6, episode 5, the middle segment of three in that episode. It had a horse related segment in it too which was interesting. I know I watched it free online somewhere, but can not find the link! But if I do, I will forward it to you. The link to the show page itself is here:
It has a 3 min video synopsis of the show, but not the whole ep.
The segment with the dog who had separation anxiety was very, very informative I thought.