Preschool Discipline: He Just Won't Listen!

OK, so I thought that I would never have kids that would "test" my patience. I mean as much as my 4-year-old does.

I have three children: 13 years old, 4 years old and 1 month old. My teenage girl was great at this age (4). My son over the last year has begun to be very, very hard-headed. He "beats to his own drum" at times, and never keeps still. He used to keep still when watching his cartoons. Now, he only sits still for a short period of time. He has to do more than one thing at a time. It used to be that you would play with a child outside and they would wear themselves out after awhile. Not him. He gets tired but will try to fight off the tiredness.

I do have him take naps every day and he goes to bed no later than 9 PM. But he is up the next morning at 8 AM sharp going at it again. Whew! I'm tired just talking about him.

When I speak to him, I have to tell him something at least three times. I will tell him not to do something, and next thing I know he is back doing it. Or he will ask me if he can do something after I have told him no. I guess my concern is, is this normal? What can I do?