I just wanted to comment on this, even though the message was posted a while ago. My puppy went through exactly the same thing between 3 and 4 months old. He plonked himself down on the ground and refused to move an inch. Everyone advised me never to pull him and rather to give him treats and toys and to sit it out. But even with all sorts of favourite treats and with waiting for him to come for over half an hour, he was not budging. And it just got worse - I ended up spending several weeks sitting on the pavement each day with him gripping the ground.
In the end I realised that it was a game of wills for him, rather than him actually being afraid of anything. I had to show him that I was in charge and he simply was not going to get to stay there.
So, I got him a harness instead of a collar so that I wouldn't hurt his neck. Then I did a brisk, determined march up and down the street, without even looking at him. Everytime he stopped behind me, I pulled him quickly to my feet and kept marching at exactly the same pace. The problem stopped immediately and he started trotting around, sniffing and wagging his tail like a normal dog on a walk. It's never been a issue since, and of course I don't have to march like that anymore.
Of course, it's important to find out your dog's reason for refusing to move, and I'm not saying that this approach is right in all cases. But, for me being overly sensitive actually made things much worse. When I was more sure of myself and less careful, Sam also seemed more confident about walking with me.
Another point is to try walking with another dog-friend and its owner. If the puppy is afraid of being outside, having a companion might help to put her at ease.