Need advice from Step Fathers/Fathers please

Hey everyone. Sorry I haven't been around much. My life is actually the best its been in years and I am so happy. I have met a wonderful girl that is amazing and things are great. I am trying to be the best man I can be and I think I am doing pretty good. She has two little boys, ages four and two and they are awesome. Their father is not in their life at all and they have really became attached to me as I have them. The oldest boy is REALLY attached and when he is with us, he wants to be in my lap or carried or touching me anywhere we go. I don't mind for the most part, but when I or his mom says he has to walk and not be carried or sit on his own chair, he looses his mind and has a tantrum. I admit to have kind of spoiled him, but know that I need to learn to say no. I don't really know how. The other day I really stuck to my guns when I said no and he was so upset, almost made me cry. What do I do? How do I be firm without coming off mean? I am new to playing Dad and have so many questions and don't really know how to get answers. My GF tells me I am doing very good and is happy that I am working to do my best and learn. I really like her and the kids and hope to be in their life for a very long time. I would be very appreciative of any advice I can get on being a good step dad.

Thanks everyone.
Jeremy