Gucci does this also. At the beginning I used to run after her. But I learned not to do that because she saw it like a game. SO what i did was getting something she likes and like trade her. Did that for a while. Then started saying the word "drop it", until she start getting the hang off it. Now i say drop it and she 90% does it. SOmetimes she wont and then I have to trick her and grab her and say drop it and take it away. Yorkies are very smart and so funny. It is so funny how they love socks and undies, huh.