They are too likely to "take off", oblivious to your frantic shouts, after any small creature that runs. If you don't want to deal with Westies should not be trusted off-leash. Sometimes it's easier to train your puppy or adult dog when you can see the correct training techniques in action. In other words, you must teach your Westie to respect you. My puppy training book is Respect Training For Puppies:
I recommend these dog training videos that are based on respect and leadership.
Even the dogs get dressed up Gay Pride Westies 2004 Brighton UK