Beaglina was a kleptomaniac too (still is sometimes...), and yes she knew it was 'bad' but I thought it was mainly an attention-getting routine as she'd prance right past me with my socks in her mouth! So, if possible, try not to make a big deal of retrieving stuff, and you can probably work on selected areas - I decided there was no way I was having the bin on the worktop and (mostly!) managed to teach her from being a young pup that it was off limits.