Brilliant. I know how desperate we were to get Jem out and exercise her a bit- all that excess puppy energy
Our Ruby was scared by a massive (and I do mean massive) dog when she was a young pup, she screamed like a banshee and ran and hid. We got her back, and she was fine, she isn't scared of big dogs now. The best thing is not to make too much of a big deal of it. Pups can make a horrific noise but I think they do it as a defense mechanism as much as anything.