Keep ignoring him. Don't even pay attention to him. It'll become an "extinct" urge after a while. Some dogs have a one-track mind, though, and it may take a while. Just stick with it, or you'll have a new (unwanted) buddy.

Kick him once, not hard. edit: as some people don't seem to get it: The kick is NOT to hurt the dog, but to physically suggest that the dog backs off. This is a very simple gesture that dogs almost universally seem to get and understand.

Do NOT kick him as some asshole suggested here. Firstly, do not allow him to follow - use a verbal reprimand - "bad dog". He will quickly learn that this behaviour is not acceptable to you if you be firm. Physical violence is not a way to train a dog.

Dogs, animals in general with the exception of Primates and Dolphins...are not very complex in how they think and reason. They lack the mental agility that humans have. In this situation...something extraordinary happened. Out of the blue FOOD..really tasty food...FELL FROM ABOVE! (slurp..yummm..gulp..gone!) Evidently this dog is fairly smart. WHAT IF THIS WONDERFUL THING HAPPENS AGAIN? "I'd like to be ready if it does..I'll make sure I'm right there, willing and waiting, just in case. Look! I'm here! Drop some more, won't you? YOU are a wonderful human..do it again!" You, however, do not like or enjoy this much attention and so you have been CORRECTLY ignoring the dog. If you are in a position to do so...you can TRAIN the dog to go lay down (especially easy if the dog has "a spot" a bed there that belongs to the dog..."go lay on your bed!" Problem solved...almost...if the dog already KNOWS the command "go lay on your bed" or "go lay down." If the dog doesn't then you get you some PRIME dog treats..like human grade plain beef jerky cut up VERY small...(because the value is in the taste not the size). Tell the dog.."Go lay down/on your bed." then Walk the dog to the SPOT you want him to lay...have him lay down and give him a treat for doing what he was told to do...(even though you may have helped him do it) offer PRAISE too! If he must first learn to LAY DOWN...start with that... With practice in doing WHAT YOU WANT HIM TO DO...he will learn to do it and you won't need to treat him every time...(once in a while as a polite THANK YOU on your part is still nice..but it doesn't need to be constant....once he understands what you want.) My personal RULE is that Dogs who BEG...get NOTHING. Dog's who go lay down...MIGHT get something..when I am finished eating...not every time..but some times...a treat..a bite of MY food comes along...provided the dog IGNORES me/us while we eat. When a dog does a behavior (that remember..makes perfectly good sense to them) that we do not want them to do...we have a much higher opportunity to GET WHAT WE WANT from the dog...by training the dog to do an ACCEPTABLE alternative behavior that we can then ASK/TELL the dog to do. Becoming angry, pissed or annoyed...doesn't give the dog any actual help in doing what we most want them to do...it closes a door in communications, and sets the dog up NOT to trust us because OUR behavior appears unstable to the dog..or animal..since this pretty much works the same for all animals.