J.M.
It might be helpful to make the consequences to their lack of compliance meaningful to them. For example, when they comply with requests, they can receive something positive. It could be as simple as getting a hug & a kiss, getting to listen to a preferred cd etc... (it doesn't have to be something material). Of course you would have to let them know in advance what they will receive after they have complied. If they do not cooperate, they can just face natural consequences of their actions or you might have to withhold a privilege or two, depending on the issue. It would be important to minimize the yelling cause kids start to get desensitized to that and it becomes meaningless. On top if it, they start yelling and screaming too, which can cause lots of headaches. One of the previous posters mentioned 1-2-3 Magic, which is quite a useful source. Whatever positive discipline technique you use, consistency and repetition is key. While their noncompliance is age appropriate, it is a time of learning that there are consequences (positive & negative) to certain behaviors. Of course that lesson begins at home!