DS just will not listen!!

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I'm fairly certain that this just trying to deal with an almost 4 year old while almost 9 months pregnant, and I'm hormonal and emotional.
DS just does not listen to what we say. I tell him to stop doing something, and he just carries on. He constantly does things he knows he is not supposed to. We were going to take him out this afternoon to softplay, but after some warnings about his behaviour and time out, we cancelled it. He thinks that however he behaves, as long as he says sorry, he should still get a treat. He will then carry on not doing as he is told, thinking he can carry on, as long as he apologises. Does anyone have any advice? I've asked if there is anythibg bothering him, or what we can do to help him listen, but he just ends up yelling at me.

Our 4yo is the same and her 6yo brother also goes through phases of it as well. I'm tired of turning into the shouty parent, and constantly going on and on about having their listening ears on! Taking things away don't help (after plenty of warning!), so I've downloaded How to Speak So Children Listen... in the hope that this will help me.

Not much help I'm afraid, but the advice I'm sticking to is to stay consistent and follow through with any threats made (and try not to make them in the heat of the moment, I have I find the hardest bit!).

Thanks Davina. It carried on through the evening, and then this morning. He's at nursery now, and I promised if he is good, we will watch a film later, so will see what happens.
As you said, I don't want to be the shouty parent!