How can i teach my dog not to be afraid?

They told you to pop balloons, which in psychology is called flooding, because it works with people. I don't think you popping them in front of your dog would be the wiser thing, as it sends mixed signals to your dog. He looks to you for safety and if you're purposely popping balloons, he will feel he has done something wrong or that you're not so safe after all. Dogs live in the present moment and you can [normally] easily repair your dog's trust.

If flooding hasn't helped your dog and you've tried for a while, I'd call that suggestion quits and find different strategies or aproach it differently. Sometimes positive reinforcement training helps. Maybe try having a friend or family member pop a balloon while you make him sit. Try to keep his attention on you with a treat. If he has a better reaction to the noise, give it to him. He will eventually learn to associate the noise with food and he'll know what you expect from him when he hears it.

To be honest, if you wanted your dog to not be scared of noises like this or anything else, it should have been exposed to him while he was still a puppy. It's hard to change an emotion in an animal that doesn't understand you, especially if it's been negatively proven right to the dog.

perhaps not a good idea if you've got a skittish dog

why are you taking your dog into settings where you are deliberately exposing him to something that upsets him?

It seems like you've got to spend some time re-establishing your dog's trust in you. Popping balloons is not a good starting point.

I'm not sure you can 'teach' him not to be afraid, but maybe others here will have advice that you can.

Our rescue dog was 4 when we got him and freaked out over loud noises (the rescue folks said they think he was abandoned and left to roam on his own during some particularly severe thunderstorms). While we don't know exactly what it was that caused his trauma, it just took many, many months of patience and calming reassurances when he would panic.

Things I wasn't willing to try were the 'desensitizing' route or meds (just a personal choice on my part). He's definitely better today. He'll still get a bit twitchy and want to be close during severe storms, but doesn't go into full panic mode. I rarely let him off the leash when we're out...except when we get to the park and then only in certain circumstances.

I think that age 4 years may be too old to start this kind of training. One approach to try may be to give the dog a mild sedative to calm him/her down.

Putting him on a leash doesn't solve anything. If he gets scared of something, he pulls the leash so badly that you cant do anything. When he's free he at least can't hurt anybody 'cause he just runs home.
I trust my dog and I don't want to restrict him by putting on a leash just because he could get scared of something. It's not like he doesn't obey any of my commands. I can control him even if he's off the leash and ahh he enjoys being free so much.
I just don't think that a leash is a solution.

feltedy,

the leash is for his own protection so he doesn't get run over by a car. I gasped
when I read that your dog was crossing roads while running home. How easily
could he have been hit by a car and it would be your fault, really.

A shelter dog is most likely more afraid than another dog that's been cared
for since puppyhood. I've had shelter dogs that were afraid of their own shadow, so what? You nurture them and love them and hope they'll overcome the terrible experience they previously had with people. In time they will learn to trust you
and be less afraid, but that's not a given. Dramatizing the dog even further won't help.