He still keeps picking on the dog

I keep having to take her out of the room although i feel its unfair, she isn't actually doing anything wrong, she moves away from him but he follows her. I can't get it into George that she doesn't want him to do it, but I have to think of his safety too. I'm not one to say the she will never bite or hurt someone, because I can't talk doggy and one day he may push her too far or frighten her so much that she does go for him, and I'm not going to risk it. I put him on the step but I don't think the step is working with him so I thinking on how to show him that its bad
