When they got to the field, LeRon handed his brother the ball and told him to run as fast as he could.
"And I'd just let the dog go," LeRon said. "I'm like, 'Get him, Zeus.' "
Zeus was harmless, but he saw LeSean as a 50-pound moving target.
"He would be growling, biting on me - not hard because he was playing," LeSean said. "But I never knew if it was me or he thought it was play time. So I'd be running from him, shaking him."
LeSean would throw the ball away as far as possible, but Zeus kept after him.
"He would try to stop and start so the dog wouldn't get him," LeRon said. "But he stood no chance."
LeRon McCoy didn't initially think that his brother had much interest in sports. LeSean started playing football when he was 5, but "he would just hold his mouthpiece or he would stare at the sky looking for planes during the game."
By the time Zeus was introduced into his training regimen, however, McCoy started to exhibit proficiency in football. The ankle-breaking moves weren't there quite yet, but LeRon likes to jokingly credit the dog for his brother's elusiveness.
"I don't know. It might have had something to do with it," LeSean said. "Sometimes I don't even know while I'm doing it. I'm just moving."
McCoy has done a lot of moving this season. He's the NFL's leading rusher with 1,305 yards and three games to play. He set a team record when he ran for 217 yards on 29 carries last week against the Lions.
The 25-year-old is on pace to eclipse Wilbert Montgomery's franchise mark of 1,512 rushing yards in a season. And, barring injury, McCoy (5,171) should pass Montgomery (6,538 yards) and into first on the Eagles' all-time rushing list late next season.
McCoy grew up idolizing Barry Sanders and now he's being mentioned in the same breath as the Lions great. He isn't quite on that level overall, something McCoy would readily admit.
But the comparisons to Sanders because of his cutting ability are apt. Sometimes with great athletes it's just best to enjoy the splendor of his or her abilities. But with McCoy there's a curiosity: Where did he get those moves and how does he do it?
"I think it's just natural," McCoy said. "I've always been a big fan of Barry. I was just trying to emulate some of the stuff that he was doing. It's just something in me. In an instant it just goes off."
McCoy can leave a would-be tackler in the dust anywhere on the field and can make as many as four or five defenders miss on one play. But he is deadly in one-on-one situations in the open field.
His base move is your standard shake - in-out-in or out-in-out - one that many football players employ. McCoy's is unique not only because it is nearly indefensible, but also for how it looks.
LeRon McCoy said the move comes not from Sanders or some other NFL great but from former 76ers guard Allen Iverson, the other professional athlete LeSean grew up admiring.
"I think that comes from him playing basketball and growing up a big Iverson fan," said LeRon, who played wide receiver in the NFL for about four seasons. "If you ever watch the way he carries the ball in the open field when he's trying to make a move on a guy, it looks like a crossover."
LeSean was a promising basketball player growing up, according to his brother. But when his high school coach told him he wasn't going to be tall (he's 5-foot-11), McCoy ditched hoops and focused exclusively on football. But the crossover remains.
"I'm just being honest - I was a big crossover guy," McCoy said. "So I guess there's some truth there."
But McCoy said it's often the move before the move that separates the greats from the rest. He said he's been watching Marshall Faulk and Gale Sayers recently, two shifty Hall of Fame running backs, and he sees similar traits.
"As you see a guy coming you think, 'I'm already going to make him miss.' I'm thinking of the next guy. Where can I go after him?" McCoy said. "But sometimes it can get you in trouble."
It doesn't happen often, but McCoy can occasionally take one too many cuts. But the Eagles will surely sacrifice a few negative plays for all the positive ones. He has the reputation for being an east-west runner, but McCoy considers himself a north-south back.
"Everybody thinks I just bounce around and go outside, but that's not me," McCoy said. "I want to stay in the middle, make a move, and then go. I'm never going to take no direct shot. Never."
Most of McCoy's yards in the snow last Sunday came on north-south runs. It might have been his best game in terms of yards, but LeRon McCoy said he prefers the performances when his brother puts teams away with tough, fourth-quarter rushes.
But it's the games with the crazy moves that have the McCoy family thinking back to that old grass field in Harrisburg.
"We joke with him sometimes after games," LeRon said. "We say, 'It was like you were out there running from Zeus.' "