Speak to them quietly , even though it is terribly tempting to yell. Also touch them, kneel down or put them on your lap and make eye contact. Get them used to looking at you when you talk - it is much easier that way to be sure you have their attention.
Don't get discouraged that you have to repeat things over and over for them. Believe it or not, what you say is sinking in. You will finally hear it one day when they have kids and you hear them talking to their children.