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  It's kind of like thumbsucking in small children.  Something to make them feel comfortable.
 My moms dachshund used to so it so she started pinching his butt everytime he did it, and he hasn't done it anymore since.  (he hates the butt pinch) we always pick on him with it.  But he always comes back for more.
 
 I have also heard of people putting something nasty on the foot when they start to do it and they stop as well.
 
 Best of luck!
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