This is what I do when Abbie is being naughty, if for example she were throwing a cup at the TV, I would get down at her level, tell her that throwing the cup at the TV isn't very nice and could be dangerous, and not to do it again. If she then did it again, I'd get down to her level, take the cup off her, explain why, (I've taken the cup from you because you ignored what Mummy said, I aksed you to not throw the cup at the TV and you did it again). This works for us...
It's really tricky when they are that young because they don't understand everything, I find, for us the key is consistency. Kids like to push you, so they can see where the boundaries are... and then they seem to like to push the boundaries too ...