Loose-Leash Walking

Dogs do not realize that walking in a straight line is the quickest way to get from point A to point B. They typically zig-zag in front of you as fast as they can. Dogs are aware that they are on a leash and learn quickly that if they pull hard enough, the leash and the human at the other end will move with them. Now, they have to be trained not to pull, rather to walk loosely while on leash.

Why train it? Why do dogs pull? How do I train it?