I saw the vet behaviourist over this one. I live in a townhouse so there isn't much room to lock mine somewhere else and Deska would scream the house down if I did anything without him (vacuuming, mowing - I hand mow now, raking, sweeping etc).
So the behaviourist says this is really common behaviour in herding dogs, and if they are big time herders it is really hard to break. So instead of stopping the behaviour all together you need to control it. You start with teaching the dog to wait, then you get them to wait while you are doing the activity (its best to start with a broom or rake rather than the vacuum) and when you say okay (or whatever your release word is - the behaviourist suggested teaching them the word attack) they are allowed to attack the apparatus. It does take time to build up the amount of waiting they will do but after a while it means you can do a whole room of vacuuming or sweeping without a dog attached to the vacuum/broom. We started with a couple of sweeps at first, thats all Deska could manage, then I would sweep crazily and say okay to get him revved up. Then we moved on to 5 sec, 10 sec, 20 sec etc. The only problem I had was getting 2 dogs to wait.
We even used to use the attack broom game as an inside stormy day game (until one of the neighbours complained about the barking - winge-er).
I have saved my vet behaviourist reports, and as soon as I figure out where I saved them I will pm you with her exact words.