I like Loneforce's idea. Tell him no and offer him a different object that he is allowed to have, a bone, toy, game of chase or fetch. Redirect his attention.
Sinister "The Prince of Darkness" 4 yr old black male GSD 3.11.09
Draco "Dakota's Unbreakable Vow" 5.5 mth old male Dalmatian 6.30.13
Cats: Chaos, Mayhem, Monster, Wicked