Finnigan is the same way every evening its the worst! Its why we're getting another yorkie. I think he really needs a playmate!
I dunno why its in the evenings, but after we eat supper and sit down to watch tv for the night ~8:30 he starts whining and just won't stop! We end up playing fetch for hours. We thought it was because we weren't able to walk him since its so cold, but we've had several warm-ups we walked him as much as posible... it didn't help.
Sometimes to tire him out we chase him around the house...lol... good exercise for the winter! We've tried spending time on teaching him new tricks, but its still not helped. I guess we'll just get really strong throwing arms from playing fetch for hours