To get a mama sheep to follow you, you pick up her baby and carry it, low to the ground, where the mama can see it.
You have to remember that "low to the ground" part. If you pick up the baby and hold it up too high, the mama can't find it: baby lambs are short and mama sheep know this, so they won't bother looking for their baby three feet up off the ground. She'll lose track of the baby and wander back to where she last saw it ... and then you get to try again.
I figure by now you can guess out how I know this. :)
Here are some pictures of me getting Jaws and the newly arrived Dingledork across the pasture and into the isolation pen: