Hiya love,
I had exactly the same problem with my Yorkie, she used to hate going outside and used to wee on my bed or on our rug. You just have to be persistent with your pup, take him out atleast once an hour and use encouraging tones when you tell him to go for a 'wee wee' and make sure you praise him loads when he does go. He is probably nervous, unsure of what he's supposed to do when he's outside so when he's inside he is confused as to where he is supposed to go for wee wee's. It took us a long time to train our Yorkie, you just have to keep at it.
Good luck and remember it's important to praise your pup when he goes outside, and make sure he knows it's wrong to do it inside. That way he knows the difference and he will eventually learn what to do =)
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