Need to be told what TO DO instead of what not to do. Positive words is the key here. When your child gets into something he should not, gently say that that is not a good choice and remove him from the activity or object. Rules and consequences need to be the same all the time. If the child knows what to expect he is more likely to behave appropriately.
Actions speak louder than words.
Show your child how to behave. He will always look to you to know how to behave in any situation. When your child does something Great, tell him. If you are having a problem with a particular behavior try ignoring it and reinforce the desired behavior. When your child gets into or does something he shouldn't redirect his attention to another toy or activity.