Is it possible to just walk away? ( i know some children you can't as they just follow you).
But if possible, walking away and ignoring is best because even a naughty step gives them sought after attention. I know because my dd asks with glee if she can sit on it when she things shes done something wrong .
I have found that if i tell her "i don't like ...whatever she just did" and then disappear for a couple of minutes, she cries it out and then comes to me once she's calm. We talk about why she shouldn't have, she says sorry, and then we get on with whatever we were doing.