Thanks so much for all the responses so far!!
So it sounds like crate training is the way to go. How exactly does it work? I found this:
http://www.perfectpaws.com/crt.html which kind of explains the process... but it honestly confused me.
It says: "Be sure to understand the difference between temporarily confining your dog to a crate and long term confinement when you are not home. The major purpose of confinement when your are not home is to restrict mistakes to a small protected area. The purpose of crate training is quite the opposite. Short term confinement to a crate is intended to inhibit your dog from eliminating when confined, so that she will want to eliminate when released from confinement and taken to an appropriate area. Crate training also helps teach your dog to have bladder and bowel control. Instead of going whenever she feels like it, she learns to hold it and go at convenient scheduled times.
Crate training should not be abused, otherwise the problem will get drastically worse. The crate is not intended as a place to lock up the dog and forget her for extended periods of time. If your dog soils her crate because you left her there too long, the house training process will be set back several weeks, if not months.
Your dog should only be confined to a crate when you are at home."
Does this mean it would be bad to leave the dog in a crate while I'm at work? Obviously if it is a puppy at first it will have a hard time but after awhile it will learn to control it's bladder a little bit more. So if the dog soils her crate .. say while I'm at work, would that set progress back a lot? I'm really worried I will mess up the dog or something
And why would you confine a puppy to a crate while you're at home?