Learn to behave
A You're not alone in this. Ofsted has reported an increase nationally in children aged 4 to 6 who "come to school ill-prepared socially and emotionally".
Some of these children and their families need multi-agency help, but there is a great deal schools can do to make a difference, as we've seen by the success of nurture groups (small-group teaching for one or two terms in reception with a family-like environment where social skills are taught).
One way of approaching your problem might be to draw parallels with what you would do if there were an increase of children in your school lacking the skills they need to read or write.
If a child can't read we wouldn't dream of punishing them until they can.
Instead, we teach them to read. If a child can't behave because they don't have the necessary skills, we need to teach those skills: model the behaviour we want, re-run situations where the child has had problems using drawings or role-play to try other choices, take photos of the child showing the skills and refer to them often, and so on.
This individual approach will work best against a background of work to teach all the children in the class the social, emotional and behavioural skills they need for learning and life: your school might be interested in the new primary national strategy curriculum materials (DfES 0110-2005, available this month), which provide for this sort of whole-school, whole-class approach.