Mine started at a young age too .. 3-4 months old! he'd hump my parent's yorkie (who's a boy!), his toys, and sometimes my arm when i hold him!  

  I was quite startled too when he first did it. He's neutered and he still does it a little, not so much like before. But funny thing is, when I was little, we had a girl yorkie who'd hump our male maltese!! 
  
so its not just for the boys apparently.   
btw .... cookie2 your baby puppy is SO CUTE! and chubbytn, you boy is so handsome! both of you have very adorable babies!