They just don't. And that is what I tell him. I tell him since he couldn't behave like a good boy, that I am not buying him anything until he shapes it up quickly. Of course the whole time he is kicking and screaming like I am kidnapping him. But hey, if your a parent, you know how it is.
Time outs can work depending on the child.
I try and let them know that if your going to throw a tantrum to get something, then more than likely you are not going to get anything. And they understand. Now my 8 year old tries to pull her little tantrums. And it is our fault because she is spoiled. Spoiled rotten to the core.