I have the EXACT same problem with my eldest. He just turned 10 I swear I am only ever telling him off..
My 4yr old can getting annoying but he is 4 and does 4 yr old things.. E who is 10 does the same things..
For example.. yesterday E don't go in the front yard only play out the back. (bear in mind he had the day off school because he was sick :/) He ended up out the front (this was afternoon time) I told him a number of times.. In the end I had to go down and take him out the back myself..
The same thing happened later in the day about a toy he was playing with. He made a whip out of rope and a stick.. 4 times later I took it off him and threw it in the bin myself
then I realised where i was going wrong.. I learnt a new trick with my kids and I am trying to make sure I do it every time..
I ask once.. I warn on the 2nd then I don't say anything the 3rd time.. They either get a tap on the bum or simply taken to thier room and I shut the door and say you know why you are in here..
It really seems to be working on Ds2 and 3 even
DD it works for.. Ds1 50% of the time it works
I don't know if it is just the age he is at or whether it is a jealousy issue. If one of his brothers starts talking to us he just talks over top of them.. It drives us insane
The other thing he does is this.. E can you put your book up now.. BUT BUT I just wanna........ We used to get really annoyed at this now we just say. We don't care what you want to do we have told you to do something and have told you nicely.. Either do it or deal with the consequences.. they are usually taking away his bike for half a day or something like that
I too feel bad because I am just constantly telling E off.. It gets us both down at times..
Always feel like I'm telling off the same child 
27/3/99 (13wks)
.. she always saying to me why am I alway the one getting told off... I have tried to tell her its coz she is the one with the loudest voice it all or nothing with her, she also doesnt know when people have had enough... I too feel so bad for her I have said to BHL that she is going to grow up with a complex, I do try to let her know when she is doing something good or when she has her quite voice on this makes her happy, I always tell her at night that I love her and that I am sorry that I yelled at her today, she will always promise to try not to be so loud the next day, but by 6 am I can hear her screams ... 
DD 17 DS 5 
DD 3 
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