"MAY I have some......"

Callan's been really good lately with using his manners.  We've been having him say, "No thank you, Mommy" if he doesn't want something (instead of just "NO!") and "May I get down, please?" when he's finished with his dinner.  

Well, the other day he wanted something from me when he was in his chair eating dinner.  Our conversation went something like this:

C: I want more milk.

Me: Ok.  But you need to say, "May I have more milk, please?"

C: I have more milk, please!

Me: Almost, but you need to say, "MAY I have more milk, please."

C: Mommy, no "may".  Just "I have more milk please?"

Me: That's how you say the whole sentence, Callan.  "May I have more milk, please?"

C: Mommy, no "may."

By this time Gene and I were laughing.  The boy did say "please."  He just didn't understand the importance of saying the whole sentence.