Effective training/coaching in the workplace or the athletic arena rests on three legs.
Show respect: There may be some abusive coaches around these days, but by and large, the best coaches and personal trainers possess a deep and abiding respect for their players or clients. A trainer who disdains his overweight clients will very soon be looking for a new line of work. In the office or on the shop floor, a condescending supervisor will quickly lose the respect and support of her team. Respecting people's ability to grow, and honoring their desire to do a good job, is essential to effective training.
Go and See: Straight from the lean playbook, you have to see with your own eyes what's happening. Is an athlete suffering from repetitive injuries, or continually failing to perform an exercise properly? The only way to diagnose the root cause is to see with your own eyes what the athlete is doing. Are there repetitive order entry errors, or continual problems getting your marketing materials ready on time? You've got to watch the process, and the workers in the process, with your own eyes to help them do it correctly.
Participate: The best personal trainers don't just phone in the workout -- they model the exercises and participate in the activities they're prescribing for their clients. The great coaches are there on the court or on the field with their athletes. Similarly, the best leaders participate in their own improvement work. That's not to say that the leader has to clean the office floor everyday with his team (although the president of one $100M electronics company does), but the great leaders engage people's hearts and minds both by engaging in their own improvement work, and by getting involved in what their teams are doing. It's not enough to "support" what people are doing -- leaders have to actively participate.