One way is to get an untreated pine 1x3 from Lowe's or Home Depot and tack it up with small tack nails over the baseboard, or just remove the baseboard and put the 1x3 in its place. Check out this link to see how it is done: Bunny Proofing
You could also use packaging tape and put it on the 'chosen' spots of the baseboards. Another option is to make a nasty spray. The only reason why I wouldn't do the spray is that the taste will wear off. I actually made some nasty spray today out of water, alcohol, lime, and distilled white vinegar.