I'm so glad to hear that it's not just my dog!!!  Sometimes he drives me crazy, but I guess it's the breed.  My inlaws have a yorkie that doesn't do it though and that is what we thought we were getting when we bought a yorkie, guess her's is an oddball!  Hers don't run away, don't pester you to death, she's very quiet..... oh well.... I'm hoping training classes will help him understand what I want him to do and I'll understand him!!!