Happen again and again, when you set the dog on (5)
I believe the answer is:
recur
'happen again and again' is the definition.
'recur' can be an answer for 'happen' (recurring is a kind of happening). I am not sure about the 'again and again' bit.
'when you set the dog on' is the wordplay.
'when' becomes 'e' (I've seen this in other clues).
'you set' becomes 'r' (I can't justify this - if you can you should believe this answer much more).
'the dog' becomes 'cur' (cur is a kind of dog).
'on' indicates putting letters inside (as in clothing \'on\' a person).
'r'+'cur'='rcur'
'e' placed within 'rcur' is 'RECUR'.
Can you help me to learn more?
(Other definitions for recur that I've seen before include "expected to return" , "Perseverate" , "Be repeated" , "Happen repeatedly" , "Happen again or repetitively" .)