I'll second that that rumor is true! In English, it would be called a leash or a lead. The great thing is that to fulfill a wish to go for a walk, you don't have to go far. Have the sim and the dog start walking; they'll head for their mailbox first, then along the street in the direction of their destination. As soon as they hit the street (perhaps even sooner) you can cancel the action and you'll still fulfill the wish. As callycat says, walking your dog to a location is very time consuming. It's a cute and realistic interaction, but not very practical. To walk the dog, just click on them when your sim is selected and the option to walk is there.