Whinny 9 month yorkie

Question:
 My little guy is the greatest. He has a few issues (hehehe), but he is such a whinner now. If we are watching TV and he wants to play, he gets whinny. If he is up at 5:30 AM and we are still asleep...he gets whinny! If he wants food...watch out he will be whinny!
I told my husband that we have probably crated this whinny monster since we often times give into him. I need advise. Should we just ignore him when he whines? We started to do this earlier this week....it doesn't help (at least so far).
Any other suggestions? Is this normal? Does your yorkie do this? I know he is perfectly healthy and it is a behavioral thing.
Kimberly

Answer:
 Did you just get him?

Answer:
 I would ignore the whining or place him a quiet time out area for 30 seconds when he does it.

Answer:
 Trixie (5 months) whines too - she whines when she wants to play and I am on the computer or doing something else, she whines when she has to go out or she just whines to whine ;) I usually ignore her for a little bit. If she keeps it going, I take her outside to go potty.