Graydawntreader sure has the right idea. This is going to require sloooow desensitization. I would recommend this:
1. Get someone to lend you a skateboard for a few weeks. Put it on the floor where she can smell it on her own terms. After a couple of days, put a favorite toy on the skateboard. Roll it around slowly.
2. Take the skateboard outside and do the same thing where she can hear the wheels turn on pavement.
3. Once she's calm with that, get a friend to stand on the skateboard while you have her on the leash. Have the friend speak calmly to her and offer her a treat while standing on the board.
4. Once she's ok with that, try having the friend roll slowly as you walk beside with your girl on her leash.
5. Now you're ready to have your friend roll sloooowly past you with your Sheltie on the leash. Build up speed over a period of days.
Always praise your dog for being calm around the skateboard. Avoid the "poor baby pity voice" at any time. Never say "NO," and always speak in a calm, matter of fact voice. If at any point she panics, go back to the previous step.
Yes, this is tedious, taking at least two days per step and probably more, but the result will be a much more secure and confident Sheltie!
