Nickel, my Erin is the Queen of Tantrums and is a rather stubborn and sometimes insolent child. I have found the best way to tackle the problem with her (and she starts out the same way as your little girl - demanding something) is to tell her she can't have it and why and then ignore her if she starts to carry on. This avoids me having a conflict with her and the problem escalating cause she will back off and walk away. When she has gotten over it, we do talk about it. It is not something that would work for every child and there are probably a heap of books to tell you not to do it that way, but it does work quite effectively for us.