How can you make your little cousin stop bothering you?

Don't react. By becoming irritated, you are just contributing to the problem. Depending on the age of the cousin, you could simply try to ask him or her to leave you alone. You may well have to adjust your response, however, because "bothering you" is a two way street, and you have responsibility for how you react to the situation. Besides, maybe your cousin is just trying to be friendly.