It is never advisable to nurture a relationship between a bird and a dog. Birds are prey animals and dogs are predators, even a cute little puppy. From your birds point of view the dog is danger so of course the bird is nervous and aggressive as it is protecting its life. One little snap at the bird from the dog and that could be the end of your bird. Please do not continue to attempt for them to interact. Your bird should be kept away from the dog at all times.