OK to clear things up for those of you who have not read the books and don't know anything about supernatural creatures. Sam is not a werewolf. He is a shape shifter. Hence why he turns into a collie not a wolf. According to the books, Sam can turn into any animal he likes but he prefers to turn into a collie.
And Bill did know that Sam was a collie. Hence how he knew that Sam knew he was a vampire before anyone else outside of Sookie. And that is also how Bill knew Sam would be able to protect Sookie well.