new puppy help

I recently got a new puppy, Baxter, Mini Dachshund/yorkie mix. He weighs 5 pounds and is 5 months old Little dog/big attitude. The older dog, PJ, is a shepherd/shelty mix 8 years old. As with all puppies Baxter likes to play. PJ will have nothing to do with him but does get upset if he cries or...