An empty soda can or plastic bottle, filled with about 10 coins. It's a form of noise correction- when the can is shaken, it makes a loud noise that startles some dogs (not all of them, though). It is best to use the can discreetly so the dog doesn't connect the sound with you. The noise just happens when the dog does something naughty. Some dogs really dig the sound, so don't feel hopeless if your dog is one of them. There are other corrections out there..