This is not the first story I have heard where the dog starts a Bible study; however, I started to wonder about these stories when I heard the dog started answering during the Watchtower Study: One bark for yes, two for no and five quick barks for Jehovah. That about covers the full range of answers for the Watchtower Study.
That said, I may well start going to meetings again if they can show me that a dog now conducts the Watchtower Study.