Try instead, to keep the treats on the counter or somewhere a little ways off, rather than in your hand. Do you have a clicker? Or a ball point pet that you can make that clicking sound? This is a perfect example of a good use of clicker training. First you "prime" the dog by click/treat, click/treat about 20 times in a row. He doesn't have to do anything....just associate that click sound with getting a treat afterwards. When you click and he looks expectant, like he knows he's about to get a treat, you know then, that he has made this association.
Now, you pick up his foot, click, walk over to the counter and get a tiny treat and praise him.
If you feel he's not respecting you and being all silly when you're trying to show him something, maybe he needs a little more basic obedience first. You can also teach him, "watch me." Hold a treat by your forehead and when he looks up at you, click/treat. Teach him to watch (pay attention) to you on command. Then other things will come easier. He has to have his attention on you, not the enviornment.
Basically, in order to make an enviornment whereby your dog loves learning and is eager, you'll have to find ways to motivate him. Some dogs are easier to motivate than others. Find out what floats your dog's boat. You sound like you're frustrated. Try to take it less seriously, so your pup doesn't feel your tension. Maybe I'm wrong here. It's hard to get a real feel sometimes over the Internet.
What does water or air have to do with the dog shaking? (Are we talking about shaking hands?) LOL. That's what I was talking about anyway.