Will has been doing this for a few months - we used to sit him in a bath seat but he's got so he climbs out of that now so have given up with that. I hate it when he does it and have tried the No and sit him down millions of time. 4 or 5 days a week i actually have a bath with them as it's easier to be able to keep hold of at least an arm if he falls 9i know you said you didn't want to bath with him for being a climbing frame! definately know what you mean!). As i have an older one in the bath also who can be very active and push him over (by accident) i always have to have hold of one part of him - pretty back breaking but is the only thing i can rely on as we have had some scary times where he has fell and gone under (even just from sitting) and even though we have him up in a microsecond he still screams hsi little lungs off as he is so frightened (even though he goes under at swimming fine).
Anyway, rambling on and probably not helping but what we did with Osc and are now doing with Will is just bear with it for now - keep holding on to an arm and when he gets abit older and understands more then we will start back with the 'no' etc.
What saves our back a little is sitting on one of Oscar's toddler chairs as it's so small its the right height for us to hold onto him but still be sitting and not kneeling.

Good luck Kellxx

Julie x