If your pet is small and you cannot easily remove the object, lift and suspend him with the head pointed down. For larger animals, lift the rear legs so the head is tilted down. This can help dislodge an item stuck in the throat.
Another method is to administer a sharp blow with the palm of your hand between the shoulder blades. This can sometimes dislodge an object. If this does not work, a modified Heimlich maneuver can be attempted.
Even if you are successful in removing a foreign object, veterinary examination is recommended. Internal injury could have occurred that you may not realize.