Quoted from http://www.babycenter.com :

“Your baby’s ability to interact with his surroundings, you, and other people grows daily. For instance, he may start playing little games as he begins to understand cause and effect and the results of simple actions. He may drop objects just to watch you pick them up, or he may throw something to see where it lands. Get used to it — games like this will only amuse him more as time goes on. Don’t tell him “no” — he doesn’t understand the word, and he needs to experiment and explore. But it may help to praise him when he does something a little less frustrating for you.”