I have found breaking down the milking in to small training steps to be helpful. First, ewe comes in to milk parlour for grain, then she has to get into position with headlock for grain, next I touch bag and teats while she eats. My first milking is short, maybe 1/4-1/2 of her milk. I try to quit before she gets nervous or agitated, but I don't release her till she stands quietly if she gets jumpy. This sounds like a long process but takes a week or less and the ewes are very comfortable with being milked. Like training any animal, teach one short thing at a time.