Winky Woes

So the Boy has been wearing big boy underpants for over a week now. With no accidents.
This has, however, meant easier access to his beloved winky, which is rarely out of his hands these days. He walks around looking like Michael Jackson. Not anything crude, mind you. More like a security blanket.
How do you make a two year old understand about things you do at home, but no where else? I'm going to have to look this one up.