This question has come up a lot recently in both the rabbit and guinea pig forums. So here is the long and full blown answer.
Language Guinea pigs use both body and vocal language. Rabbits cannot understand the vocal side of things, therefore the rabbit finds this frustrating...
Cats are actually able to learn some basic tasks, but understanding their psychology is important. Cats respond to praise very well, and will learn tasks that bring them a suitable reward. They also have short attention spans; fetching a FrisbeeŽ or stick might keep a Labrador retriever engaged for a whole afternoon, but a typical feline play or training session might continue for 5 to 10 minutes.