Ken, I agree with Spiritus. Go for laying on the side. Disclaimer: Play dead is a very submissive pose for dogs and making a puppy perform the trick (or learn it too quickly) may or may not affect her temperament. Herschel went through a fear phase right around the time that I taught him and he performed the trick on cue but he was really uncomfortable with it for a while. It took him a while to be able to tell the difference between being submissive and rolling on his back and "playing dead."
If you're using a clicker these steps will be slightly different. I'm going to assume that you aren't:
1) Have your dog lay down. Treat/Praise.
2) Take a treat and very slowly move it past your dogs nose to the side of her head. Make sure she looks at it and follows it with her nose.
3) Once her nose is following the treat, keep moving it backwards towards her body. (Keep it close to her mouth!)
4) She will most likely start to roll a little bit while trying to get the treat. Once she rolls onto her side, give her the treat and praise.
Repeat 6x.
5) After you can reliably cue her onto her side with a treat, then start adding in your command of choice. We're boring so we use "Play Dead".
6) While she is in a down, say "Bang!"
7) Follow through with the above steps to lure her on her side. Treat/Praise every time.
Repeat 6x.
8) Once she can reliably turn onto her side, see if she can associate "Bang!" with rolling onto her side without the lure. If she performs the behavior jackpot her and give her a ton of treats and praise. If not, then keep teaching her the association.
9) Start working on speed and distance. If she is reliable through step 9, then take a step back and try saying "Bang!". Treat and praise like crazy for any success. She will probably perform this slowly at first, so if she starts getting faster at all reward the behavior.
10) Enjoy killing your dog! Make sure you keep things short and fun. Use an energetic, excited voice (not yelling) to keep your dog motivated. This is often tough for men when training puppies because our voices can be overwhelming. Good luck!
By the way, I think Roll Over is way more fun than Play Dead. Once you get Play Dead down then start another thread or PM me for instructions on Roll Over. It is very similar.