For a nervous pup, buy yourself a crate (dog Cage) so it's got somewhere it can go to get away. Cover it with a blanket/towel so it's dim, close and secure. Tell the family if it's in it's cage not to bother it at all. and just spend time with it. Let it get used to the house first before taking it out and socializing it.
I'm sure I read somewhere to ignore really nervous dogs for the first week? no talking to them, no strokes, commands, nothing. Let the dog settle in. Feed times put the food in the bowl and just sit quiet somewhere near the bowl, once they've finished, let them out and wa