[FirstYorkie]

And from PetPlace.com:

Why Dogs Hump

The first and most obvious reason dogs hump is sexual. Intact males can perform humping as displaced sexual behavior analogous to masturbation. The fact that some dogs achieve orgasm while humping is testimony to this fact. Some male dogs continue to hump after neutering, possibly attempting to recreate the pleasure that the behavior once brought them. This could also be the reason why neutering is not immediately effective in curtailing the behavior in formerly intact dogs. It could be that it takes some time for the neutered dog to learn that things will never be the same.