It depends on the dog and rabbit!
Five out of six of my rabbits aren't bothered at all by my dog, the sixth rabbit is petrified of him even though he doesn't chase her or really pay her any interest at all. It's just instinct on her behalf and she is generally a nervous bunny.
Westies i'm not sure of....I know all dogs can be trained to behave around another small animal if given correct training, but some terriers have stronger terrier traits than others. Everybody told me I was mad getting a yorkie with the rabbits, but i have always had both growing up and never had a problem. Yorkshire terriers have less terrier traits than Westies. I LOVE westies and always wanted one, but my cousins westie killed her iguana and rabbit so I decided against one, although I know that doesn't speak for all westies