It's been awhile since I showed cattle but I may have a few tips. Start as young as you can. Alot of it is building trust with the animal. Always take a little grain or a special treat with you every time you go out. Reward the calf when it does what you want it to do. This may be a slow process. Start by putting on the halter. When you pull, the calf will usually try to pull back. Hold up the reward and if the calf walks towards it give the reward to it. Little by little, you will be able to get the calf to do more and more for the reward until eventually, they will almost do backflips for you.
If you don't have the time to do this, I've seen some people train them by hooking the halter rope up to the back of a truck or tractor and having someone drive while you walk in the normal position you would be in if you were leading the calf. Eventually, the calf gives up pulling and eventually you should be able to lead it without the tractor. I saw a couple of calves who pretty quickly figured out that when the truck was gone so was all the pull on the rope. It sucks getting pulled through the show ring. I would try the first approach if you have time. Good luck.