Tricky (Silly) Problem! Please help!?

Farmer Ted has a big problem. He has to get a dog, a sheep, and a bale of hay across a river. His boat is so small that only he and one animal or the bale of hay can fit. He knows that the dog will attack the sheep if left alone with it. And the sheep will eat the hay if left alone with it. How can Farmer Ted get the animals and the hay across the river?