Have you ever counted how many times you say "Don't!" in a given day?
When you say "Don't jump on the bed!" children hear only "jump on the bed", or when you say "Don't run" children hear only the word "run"...
So instead of stating what not to do, tell your children what you would like them to do.
"Don't jump on the bed" can be replaced as: "You can only jump in the backyard/on the floor/ on the trampoline..."
Try saying "Let's walk!" instead of "Don't run!"...
It would be easier for your children to change their behavior when they know what you are expecting from them.