J.A.
My son didn't try much inappropriate climbing, but my friend's little boy would climb on EVERYTHING. A lot of the time he would do it while she was in another room. She once found him on top of their 5 foot book case. She decided to take him to the park and let him climb his heart out there. She also used this opporutity to teach him "elbow, elbow, knee, knee!" Everytime he would start climbing she'd say, in a playful voice, "Elbow, Elbow, Knee, Knee! Elbow, Elbow, Knee, Knee!" She kept doing it until he started saying it too. Then when they went home, he continued saying it as he tried to climb on things. She knew when she heard "aba, aba, nay, nay" it was time to find him, NOW! Then she'd take him down and distract him with a different activity.
If you can't stop him, you may at least be able to trick him in to telling you what he's doing. Hope it helps, -J