A client once demanded that I remove the "little annoying box that pings up every time I click the print button" on a web-based application I was designing for them. I insisted that I couldn't control the appearance of a random printer dialogue box, at which point the client began basically losing their rag with me. I lost it and loudly informed her "I can't reprogram Windows! You'll have to speak to Bill Gates for that." The client told me not they don't like being patronised and promptly hung up. They're still connected with our company but I've never been troubled with another call - which suits me perfectly.
Oh - and I'm sure a lot of you will have had the same as a good number of my co-workers: "We love the site but can you please remove the ugly grey bars from the top and bottom?" "Erm, no. That'll be the browser window."