Afghan hounds are independent thinkers and generally don't care if their actions please you or not. Of course there are exceptions, but this is the general nature of the breed. They are also known for their emotional sensitivity which makes discipline a tricky business.
Discipline Is Not Punishment
It is easy to get discipline and punishment confused when training your dog, but there is a difference between the two. Your dog has no idea what you want him to do and it is your job to convey appropriate behavior in a way that he will understand. When your dog does something that he isn't supposed to do a firm scolding is in order followed immediately by an attempt to divert his attention to a more appropriate behavior. This will require patience, especially considering Afghan hounds independent nature. Never strike your dog or discipline out of anger. This will only teach him to be distrustful of you and will not correct unwanted behaviors. When your dog displays the appropriate behavior it's important that he be rewarded. You can choose to offer him a treat, praise or extra attention. If you do this he will begin to connect the appropriate behavior with this special reward and it will eventually become second nature to him.
Persistence is Key
The single most important aspect of disciplining your Afghan hound is persistence. Your pet needs to know that every time he does something he isn't supposed to do he will be corrected. This requires determination on your part but you can't expect to be successful in training your dog if the rules of what he can and can't do are constantly changing. Just like a small child, he needs to have boundaries to guide him.
To eliminate confusion for your dog it is often best if one family member is designated disciplinarian. If the same person is always in charge then the rules will not change from day to day. If this is not an option for you then family members need to get together and discuss what is allowed, what's not allowed, and how discipline and rewards are handled.
Afghan hounds are incredibly intelligent dogs that have a need for stimulation and exercise. If your dog is misbehaving consider how much exercise and attention you are providing. These dogs need lots of room to run, jump and play on a regular basis and without the chance to do so they may act out. They also need attention and affection from their owners daily as well as proper grooming and of course, a healthy diet. If your dog isn't getting the care and attention it needs this may be the root of the problem.
Try to develop a regular routine for exercise and outdoor play that your dog can come to expect everyday. Afghans like to play vigorously chasing balls and other items around the yard. Make sure that your dog isn't left without companionship for too long at a time. If your lifestyle makes this difficult you might consider adopting another Afghan for company.
Afghan hounds are a challenge to discipline but they can be taught to behave. With some time and dedication you will have the well behaved dog you've dreamed of!