we did pretty much exactly the same as Sarah1985, we set the puppy stuff up in advance, let Bella have a good sniff when we visited the pup and when we bought Jasmine the pup home we put her on the lawn and let Bella find her, they were scared of each other at first but then had a good sniff and mooch around.
Bella slept upstairs with us but whenever Jasmine cried Bella went down to see her. I had no problems between the two at this stage at all. They were both often to be found snuggled up asleep together. Bella was 10 months old when Jasmine came home.