Oh my word. Edel, as the others have said, please don't take Lady back to this man. My Vet would have 40 fits if you told him someone was putting a choke chain on a Cavalier!
I did used to use a chain on my GSD but that's because she was a failed police dog and wouldn't walk on anything else - I never tugged it and she never tugged me.
Personally, I detest choke chains on any breed of dog.