Rat terrier disgruntled with new inhabitants...?

Yes, it's going to take some time. And- it's a terrier thing. I have a Jack Russell who does things like urinate, etc.- completely out of spite if I've done something she doesn't approve of. Stick to your guns, keep correcting with the spray bottle, and sooner or later, he will get over it. Be sure to give him lots of affection too, and give him playtime, etc., so that he doesn't feel "abandoned" because of this new doggie in the house.