A Maltese puppy must be trained with a sensitive but consistent hand in order to mature into a polite and well-trained dog. You must set a schedule, stay consistent and train with sensitivity and compassion. The Maltese is a sensitive breed that does not respond well to yelling or other harsh training tactics. Accidents and bad behavior have more to do with bad training than a bad dog, so train the dog well and you will have a well-behaved companion.
Scheduling is incredibly important for a small dog. Maltese puppies must be fed and walked consistently, as their stomachs and bladders are small. Figure out a schedule that works for you and the dog. Feed your puppy, then walk the dog roughly 10 to 20 minutes after he has eaten. The dog will be ready to relieve himself, and having the dog already outside is half the battle. Remember that a Maltese puppy is incredibly small, and thus can not "hold it" for a long period of time, so walking your dog regularly is important. When you are not home, keeping the dog in a small crate will eliminate potential accidents.
Be consistent with your training. If you do not want your dog to sit on the furniture, never let him on the furniture. By being inconsistent, you are giving the dog mixed signals and confusing him. A Maltese puppy, being small, will likely be unable to get up on furniture unattended, so by not picking the dog up and placing him up on a couch or chair, you are emphasizing that it is not a place for him. If you don't want your dog to jump on people, do not allow him to do so. When the dog jumps in excitement, place him back down and sternly tell him "no". After a few times, the dog will understand and will no longer jump on people.
Maltese puppies are small and thus human beings can be towering and scary figures, especially if they are yelling. There is no reason to yell, spank or otherwise harshly discipline your puppy; a stern "no" will do the trick most of the time. Your puppy does not know what is right or wrong and he doesn't know what yelling means, just that it is scary, so yelling accomplishes nothing and will only frighten the dog, potentially creating a anxious adult dog.