I have no advice to offer since I'm pretty sure my border collie was born knowing how to play fetch. In my experience it is all too easy to create a MONSTER. To Kate, any time is fetch time. Any time, all the time, 24/7 fetch time. "Will you throw my ball now? How about now? Ok, I'll ask again in 10 seconds. You look busy; maybe you could throw this ball for me? I'll put it a little closer so you can reach it better. Is now good? I'll put it right beside you. I'll put it on your leg. I'll put it right here in your crotch. Now I'll just stare at you until you throw it. Aaaand throw it. I'm still here, waiting for you to throw it. My ball. For me. One two three THROW IT."
So...I guess my advice is: be careful what you wish for.