Good lord, no don't put a choke chain on a baby. I wouldn't recommend you use something of that type on any dog, but most certainly not a baby puppy (you might like to note that post mortem studies (after death by natural causes) have found that 96% of dogs whose owners use choke chains have tracheal and/or spinal injuries. 96%!!!).
If you want him to learn to walk nicely on a leash, then you have to teach him. Don't let him drag you anywhere - if you do, he'll just end up convinced that that's the most effective way of getting anywhere he wants to go. Do the opposite - if he pulls, you stop walking. Sure, it's frustrating, but it's a method that works very well. If the puppy finds that he gets what he wants (ie. to get somewhere) when he walks nicely, and *never* gets anywhere at all when he pulls - he will stop pulling. But if you let him be rewarded for pulling, then he'll keep on pulling no matter what device you come up with to cause him pain doing it.