I have a terrier like that. If you play using his chew toy he really loves it and gets very intense. When you're done with that you have to put the chew toy high out his reach and line of sight, for if he sees it he will stare and whine and circle trying to get at the chew toy. Even if you leave the room or the house. Heck, I've come back hours later and the poor thing is STILL in the room, glancing at his chew toy.
It's a dumb strategy for a chew toy, but it is great for rat-killing.
the trick is knowing the difference so he doesn't waste time on a failed strategy. He doesn't get it.