Hi there. I have two-year-old boy/girl twins, and I feel some of your pain! I've heard some of the advice before, too, about don't let them misbehave at the library, etc., but I can't quite figure it out either. I think some kids are just a lot more active than others. Frankly, I just don't take my kids to certain places by myself. It just doesn't seem to me as if they're old enough to be reasoned with in some cases, and they don't really understand/care/remember later yet if we just leave somewhere. Every now & then I try to do something with them again (park, picnic, library, etc.), and it's usually better when they're just a little older.
Anyway, I could go on & on, but the bottom line I have for you is this: Have you joined a twins' club yet? I find there is nothing more supportive than talking to other moms of multiples, as it's really not the same as having one toddler, or even two small kids of different ages. Some advice carries over, but sometimes not. I belong to a club that meets in Bolingbrook, but there are many around the suburbs. If you haven't joined one, or tried it but didn't like it, try another club in the area. Our "boundaries" are very loose, and many people actually belong to two clubs. The state website is www.iomotc.org, and there is a link for a listing of all of the individual clubs.
Hope to maybe see you at a playdate or something! Good luck, and hang in there.