Cannot train dog

I have had my dog for 6 months. She is extremely hard to train. I got her from an animal shelter, so no previous information is known about her. The vet estimates she is approximately 3 years old. Every once in a while she wets on my bed. I find that very unusual and very disturbing. I feel like taking her back to the shelter. I don't want to, but I cannot seem to break her of this habit.