I think what you are seeing is a true terrier personality. Almost all of my dogs have this and I think people get confused that they have little lapdogs when in fact they have terriers. Some are more mellow than others but if you look at some of the links provided and see what other dogs are terriers then you will see their genetic makeup coming out.
Terrier Dogs - Terrier Dogs Terrier Behavior and Training ♠ All About The Yorkie Puppy! ♠ Yorkie: Right New Dog For You? Pros and Cons to Consider Before Buying a Yorkshire Terrier Puppy | Suite101.com
You might want to research the clicker method of working with your dog...it helps to break the brain waves and refocus on what you are trying to achieve.
Karen Pryor Clickertraining| dog training and cat training info, books, videos, events