As Coco has been getting older (she is now 5 months old) I have been trying to accustom her very slowly to being free in a room. First of, I make sure it is all puppy proof with nothing dangerous for her to chew or swallow. Second, I only leave her for VERY short periods of time and build up on that time. Example, I started leaving her in the living room alone when I go outside to get the mail. Come back inside after without getting all excited over her, and she has always done well with that. I have now got her to the point where I can take a shower and leave her in my bedroom and nothing bad has happened so far. *crosses fingers* If I need to keep my eyes off her for more than 20 minutes, she goes in her pen or crate. I plan to try a 30 min leave when she hits 6 months old, and continue going from there.
Oh, and ALWAYS when I practice leaving her, I give her a "special" toy, one she rarely gets, so it helps her stay occupied...and dont forget to make sure bladder and bowels are empty before leaving ;)