Labradors are infamously energetic, and since they live and love life to the fullest, it is no surprise to hear about his behavior. He obviously knows that every time he picks something up he will get attention – even if you are simply trying to get whatever it is he has picked up from him, he still thinks he is playing. You must be firm with him and perhaps try to ignore him the next time he collect something you don’t want him to have. He may soon tire. A good idea are toys which keep him occupied for long periods of time – try a Nylabone – they are very hard and will take him many months to chew away, and they taste good too (so our dogs tell us!).