The best "non-destructive" method is to lasso the dog and add a "quick-mask".

Using the "extract" filter is another method, but this is destructive as it actually removes pixels from the image.

Alpha Channels are another direction...

here are some links to similar questions and possible solutions.

Pulling an object out of an image...
Quickmask. A hit or a miss?
Alpha Channels?
Using alpha channels as masks in Photoshop...

If you think you want to try a specific method and want some direction, just post back and we'll work-out a quick step-by-step

:)
retrocity