you need to establish yourself as the pack leader and not baby them or treat them any differently than you would treat a large dog. Just because they are cute and small does not by any means mean that they should be allowed to get away with bad behavior.
you can begin to establish yourself as their pack leader by providing them with daily/regular exercise. the best way to do this is by taking them for long walks. read my hub about dog walking tips, it has alot of good information that many people miss while walking their dogs. it is very important that you are the one walking them. not them walking you. they need to walk either right next to you, or behind you at ALL times during the walk.
don't be afraid to be firm with them. to be a consistent pack leader you need to practice exercise, discipline, and then affection in that order only!
once you establish yourself as the pack leader, you will be able to get them to stop any behavior you dont agree with immediately after reprimading them.
if your confused as to whether they see you as a pack leader, all you will need to do is attempt scolding them when they are barking. if they don't stop on your command, then you are not the pack leader.
you should watch cesar millan on "the dog whisperer" on nation geographic. his show taught me MANY valuable lessons about dog ownership.