Manipulation

Joe and I were hoping/praying we wouldn't have to deal with manipulation for years to come - but it has already started. Last night Alli asked for a cookie and I told her no since we had just gotten back from a birthday party where she had cake/ice cream/snaks. We were upstairs when she asked and I was taking care of clothes. Once I got done I realized she was not in her room and I yelled for her to come back upstairs to take care of a few things only to be told by Joe that she was eating a cookie and would be up in a minute. It took me a second to process what he said and realize that I had JUST told her NO a few minutes ago. Well come to find out she told her daddy that mommy said it was okay to have a cookie. UGH. She's only 4 years old and has already started this. What do we do? We have told her before it's not nice or right to tell lies, that she needs to tell the truth to everyone.