housebreaking problem

Hello
I have my first Cavalier pupy this weekend , he is 9 weeks old. Now, I get the pee problem of him. I know when he is going to pee, so just before he pee, I put him one a new paper, but he immediately stoping pee and looking for somewhere else. I pick him and put him back on the newspaper, he hold him self, and run to somewhere again to do his business. he can do it so quick, so most time, he pee on the floor.
I try to bring him outside, and he doesn't like it neither, he simply hold him self and ask to go home. The weather here is not good, raining and cold, I don't want a tiny puppy to stay outside to long, so I have to bring him back after 5 mins, and he immediately looking for somewhere to pee.
So what can I do ?
Thanks for any suggestion.

Training a puppy to go on paper is really difficult and can often be self-defeating. You end up teaching them that it's okay to go inside a lot of the time, not that they can only go on the paper.

Puppies get a feel for a certain kind of medium that they like to go potty on. If yours has gotten used to the floor of your house, that's a problem!

Have you started crate-training your puppy? Puppy's crate is a great tool to help you with house-training. If your dog is waiting until you get inside to go, you may need to use your crate (after you've taught him that the crate is a nice place for treats and fun) and take the puppy out every couple of hours. If the puppy doesn't go outside, back into the crate for thirty minutes or so and try again until he/she goes. Once the puppy goes, treats (given outside after pottying, if you wait until they're back inside, they won't learn that going outside is what they're supposed to do) and lots of playtime. Repeat until he/she gets the hang of it, then move to using an X-pen, etc. There are lots of great links on this site about how to get on with the housebreaking. Just remember that house-breaking them takes 100% supervision 100% of the time!

Thank you very much. we made some progress yesterday.I took him outside immediately after he spend one hour in his crater, and he pee there, I give him a treat. he looks very happy. we repeat these several times yesterday and this morning, There are still few accident, mainly due to my 2.5 year old son want to play with the pupy, so it's a little difficult to keep pupy in the crater when my son is around. The puppy has no problem stay in his crater at all. He can sleep from 11:00 pm until 6:00 am without any trouble, no barking, no pee in his crater.
Thanks again for your suggestion.