Hey ritu,
A few questions first off:
How old is your dalmation? How long have you had her? How long has she shown this behaviour, always, or is it a recent development? Is she neutered, or does she have any other health problems?
Is she possessive of everything as far as "her" resources (food, blankets, toys, anything thats "hers") or is it just toys when you are playing?
What have you done so far when she shows this behaviour? Do you tell her no, or just stop playing, etc?
It sounds like possessive aggression, which is relatively simple to train out of with alpha training and obedience, but if you could answer these questions I can get a better grip on your situation and give a bit better advice