Socializing your pet to accept new pets into the household is not always an easy task. The dog usually has its own ideas of its territory and home and is generally not a generous creature when it come to sharing but would much rather chase the intruders away. We have to reprogram the dogs thinking to make it understand that chasing the cat or iguana or whatever other pet you may have, is not acceptable.
To start, make certain that the new animal will be safe. Place the new pet in a pet carrier or some other sturdy structure that prohibits the dog from actually physically contacting the animal but still allows for both dogs to see, smell and hear each other. This provides a way for both dogs to acclimate to each other in a safe, though possibly a bit stressful, situation. In later steps, gloves might be advisable to avoid scratches from a nervous pet. After the dogs have both calmed a bit give them each a small reward, such as a morsel of some favorite food.
Be sure to give the dog lots of verbal praise and affection when it is not barking or trying to get to the new animal as this will show the dog that you are accepting of the new pet’s presence and you expect him to be also. One last point to keep in mind is that just like humans, not everyone is going to get along. There will be days where the dog and the cat are going to feud or the iguana will get cantankerous and slap the dog with his tail for the fun of it. Some dogs were just never meant to live in harmony but with a lot of patience and a little direction you can make your household fairly peaceable most of the time.
If you continue to have problems introducing the new pet, here is a great video with dog behavior tips.