Cookie was like that the first couple of months I had her (got her at 3 months), so I had to keep a hawkeye on her constantly and pull things away and scold her. I also used yorkietalkjilly's method, outlined here:
http://www.yorkietalk.com/forums/gen...rkie-drop.html
It was a ton of work and is still in progress, though thankfully she has never swallowed to my knowledge and she has come a long way (I can usually get her to drop it even without a snack trade-off now by raising a stern, but not yelling voice to let her know what she is doing is very bad).