Taking them on a walk.

Nope they don't walk like a dog.

First off they need to become familiar with the leash.  Hopefully the pet store started them.  If not you just have to put it on them a few times.  I like the H style leash.
like this one:
http://www.petsmart.com/product/index.jsp?productId=2753509
The coat like one seams too easy for them to slip out.  A simple collar is dangerous.  There are many times you want to yank the ferret out of danger, or they fall.  The H style will keep them from getting hurt.

They probably won't ever walk like a dog.  They love LOVE to explore.  It seems to be their reason for existing sometimes.  They want to smell everything.  Partly cause they are hunters, partly cause they have bad vision and need to smell to 'see'.....

So on the way out:
1) you can carry them, or shoulder them.
2) patiently go forward wait until the come forward enough to give you the slack to move forward again...sighhhh....

On the way back:
The more familiar they are with the way the faster they will walk.  They seem to want to get back home or to the car....then it can be like walking a dog...