My small dog always eats things he shouldn't, help?

he's eaten chocolate biscuits, vaseline, chinese food, artichoke dip, half a bar of chocolate, a styrafoam packing peanut, curry chicken with a bone inside, half a big wedge of parmesan cheese, and many other things he shouldnt eat. is there a certain teaching method that i can show him? even though we try, he climbs chairs onto tables when we leave food on the table, he digs through lunch bags and rips open cellophane packaged food and everything else, everytime i try to discipline him and he knows he did something wrong. i think my way of disciplining him is wrong and i would appreciate any help