Wow. I am absolutely astonished by the fact that no one has stated the obvious here: be the parent! So many parents are so worried about being their little darling's friend that they forget to be the parent. It's OK to say no. It is necessary to say no. Let me take that one step further: you will probably ruin your child's life if you DON'T say no!
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Let me remind everyone of some things that seem to have fallen out of the common understanding. Children are born looking for their limitations. As their mobility increases, this looking will often place them in situations where it is necessary to make some very clear limitations for their own safety, and sometimes just for our own sanity as parents. How we deal with these limitations will make a tremendous impact on their lives as they grow up. Too many children never receive non-negotiable limitations from their parents, and hence they grow up thinking that nothing happens to rule-breakers, and then they end up in jail because the police do what their parents wouldn't do: enforce the rules.
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Here's some basic things you need to do with your son.
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1. Be clear and non-negotiable on your rules. Consistency is very important. If something is a rule, it needs to always apply. Work with your spouse/significant other to make sure that the rules are being applied as consistently as possible. It is hard enough for a kid to deal with rules in the first place, without having to wonder if it's still a rule today.
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2. Act consistently with your words. NEVER make idle threats. If you can't legitimately keep the threat, for example "don't do that or I'll break your fingers," just don't say it. It will severely damage your credibility with your child. They need to know that their parents mean what they say.
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3. Don't EVER let them whine or fuss you into bending, even if it's something little like "no, you can't have another cookie right now." If you do, you establish that you are weak and easily manipulated, and set yourself up for perpetual power struggles.
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4. Don't be afraid to deal swift and meaningful punishment. In the case of the stove knob grab, he needed to have his fingers slapped. He knew full well that he was asking for trouble, and you MUST give it to him. As unpleasant as it seems, the most loving thing you can do for your children is to establish at an early age that disobedience has consequences, and a 2 1/2 year old isn't going to really grasp any other kind of punishment. They won't feel abused; they'll feel punished. Sure, they'll fuss and pout sometimes, but unless you do it angrily, they won't doubt your love for a split second. They will simply learn that you are an authority in their life.
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By setting the precedent early on that you mean what you say, and that disobedience has consequences, you can avoid a lot of struggle down the road. My son is now 3 1/2 and I rarely have to dish out more than a warning. When I give an instruction with no threat attached, it's generally enough. When I give an instruction with a threat attached, for example a spanking or loss of a privilege, he almost never tests me on it, because he knows I don't make any idle threats.
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Parenting is not complicated. It's one of the hardest things any of us ever attempt, but really, it's pretty simple if you know how to do it.