Sadie, Sadie, Sadie...were you like this as a puppy?
Catching a moment like this of our girls playing is so much easier to do on a 35mm SLR (either film or digital) than on most point-and-shoots. Set the camera on shutter-priority mode and continuous-servo autofocus, pick a fast shutter speed (I chose 1/2000 sec on this occasion), let the camera choose the aperture, and off you go (or you could also set the ISO, shutter speed and aperture manually, too). You might be amazed at the sort of pictures you end up with of your pups at play.
(Shot with the Nikon D300 with the 18-200mm zoom set at 72mm; shutter-priority mode with shutter set to 1/2000 sec; camera chose f/5; ISO 1000; cloudy white balance; normal JPG.)