violetIce,
Like what wendyg said, they're testing their boundaries and our limits! The trick is NOT to tell them don't do it becos they'll only do it more if we say no. Let them drop the item and pick up for them once or twice. If they continue, just act as though you didn't see it and don't pick it up, don't give them an angry face too. Once they realised they're not getting any attention (whether negative or positive), they'll get bored and stop doing it. Alternatively, distract them and lead them to another activity.
All these theory stuff really works. I used to get angry and tell my boy not to do certain things...but it rarely works. Now I'll just ignore him when he does these things. If you notice, they are always waiting to see what kind of reaction they'll get from us...so no reaction equals no fun and they'll do something else...heehee.