New labrador puppy (9 weeks) and kitten (15 weeks) Help Please!?

First of all, yes, what you are doing is okay. They are babies, so they need to know what's wrong from what's right. Get a training whistle and blow it sharply and briefly and see if they stop. If they do, say : "No fight..." then if they don't go at it after a count of 3, praise them.