3 year old crying tantrums

My 3 year old son cries every time he doesn't get what he wants, everytime one of the babies (we have 15mo old twins) is playing with one of his toys, when he can't go outside etc.

I have read a half dozen discipline books.  They all tell me what NOT to do - but what do you actually DO with them during the crying.  

Should I make him go to another room until he stops?  Does time out really work?  He's never done this in public and he seems to be fine at preschool.

We have a very secure household.  No tension or marriage issues.  We rarely spank.  He has never been in daycare.

[Kevin Kennedy, Ph.D.]

There are three choices, any of which would be OK. But be sure to pick one and stick with it - don't change your approach. You can place him in time out for 5 minutes (but do not start the time until he's quiet), you can send him to another room until he's finished with the crying, or you can ignore the crying entirely and go about your business.