are you using one frisbee ?
if that's the case, try at least 2 frisbees, the one your holding is much more fun than the one he's got.
not letting go of the frisbee is a real Border Collie thing.
at home you can start with trying to swap the frisbee for the one you got.
swap and swap etc. of course when your alone with him.
if you have any more questions about dogfrisbee I'll be glad to try and help you.
Diny