This can happen if the static correction level is too high. It is best to start on the lowest level of correction and increase the levels gradually. To solve your immediate issue, lower the static correction level and reassure your pet and offer praise.
Make sure you are in control of the situation when your pet receives his/her first static corrections (have him/her on a leash attached to a separate, non-metallic collar) and lead him into the pet area and praise him/her. If your pet remains fearful, suspend training and start again the next day. Make sure to end all training sessions on a positive note with lots of praise and play.