S.G.
It's an age, phase and probably a tad of jealousy with having a baby brother. They are at an age of trying to be independent little people and it is frustrating to them when they can't be.
My son acts like this too at times. He gets upset because he didn't get to shut off the TV, he didn't get to open/close the door, etc. The list can go on!! Like you, I try to validate his unhappiness. I'm know you are sad because you didn't get to shut off the tv, mommy will try to remember next time.
But if my son continues on with his fit then he gets counted to three and then he goes to time out for 3 mins. This goes for whining, begging, pestering, etc. The book 1 2 3 magic is great at explaining stop behaviors ( all the above mentioned) and getting children to do start behaviors (listening, clean up toys, etc). Normally I only have to get to 2 before he stops and acts right. I also use the same concept on my almost 10 yr old daughter but she gets toys (Nintendo, Ipod, TV) and privileges taken away instead of the time out.
Good luck!
S.