Sounds like he feels he is above your pup and wants to control her. Best way to deal with this is to not reinforce the behavior. Keep him on lead, and slowly get her in the room with him. BEFORE he even considers going after her, distract him with a command. (Yes, I would definitely recommend teaching something simple like "sit" before working on any issues with other dogs. Sit is a "magic" word to my Papillon) When he obeys, reward him and immediately remove her from the room. Gradually move your pup closer and keep her in a sit-stay or down-stay, and make him sit and watch you longer and longer. Reward his obedience every step of the way. Work towards getting her to lay close to him without him reacting to her, and getting him to keep his attention on you instead of on her. Once he will reliably sit and watch you while she is near him, let her get up and walk around. Start over, and make him sit for only a moment before rewarding him and sending her out of the room. It'll be a long, slow process to desensitize him to her presence, but it works wonders if you just want him to ignore her.
If you don't feel like spending the time training him, I would recommend separating them.
By the way, you do need to consider that this dog may not want much to do with your training at first. Papillons tend to "like all and love one", and it takes some time for them to accept a new handler. He might have no respect for you whatsoever for a couple of weeks, which is why it is important to build a bond before beginning training. Learn to understand him first.
If you don't feel like spending the time training him, I would recommend separating them.
By the way, you do need to consider that this dog may not want much to do with your training at first. Papillons tend to "like all and love one", and it takes some time for them to accept a new handler. He might have no respect for you whatsoever for a couple of weeks, which is why it is important to build a bond before beginning training. Learn to understand him first.
