Just say "No"

This morning, D asked me if he could watch a video (DVD). I told him he would have to ask Mommy. She was upstairs getting dressed, and when she came down, I was talking with K, so I didn't hear D ask her. But he came and reported to me right away, in a sad little voice, "Mommy said no."
"Well, we'll have to do something else," I told him.
"No, I want to watch a video," he complained.
"But Mommy said no," I reminded him.
"You're not supposed to say 'no'," he said indignantly. "Mommy has to get a punishment!"