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Originally Posted by Dowly
Is it smartness or something learned and trained? Is it free will or what the master says?
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As Ducimus says, both.
I don't have much experience with dogs, but a reasonable amount with horses. Though horses are generally seen as less smart than dogs, I know several that have figured out how to unlock the stable door. I also know some that "trick" you into doing something (using very primitive but amazingly effective methods, if you don't know what to do).
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See, cats are more or less free, they just live with you. Dogs are more or less slaves, they do what you tell/teach them to do. 
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I wouldn't call dogs slaves. They are rather co-workers or maybe subordinates. Dogs are pack animals. They follow the lead of the pack leader (you) for the greater good of the pack itself (you + the dog). They are faithful animals just because of this. Do what the pack leader says, or you get thrown out of the pack. Get thrown out of the pack, and you're on your own and have a much slimmer chance of survival.
Cats on the other hand are solitary animals and very well conditioned to living on their own. They don't need a pack for greater survival chances, so they don't need to follow a leader.