When to shoot your customer in the foot

In my roughly 12 years of working in IT, I've come across situations where a client or a boss asks things that - at least to me - sound like shooting yourself in the foot.

Sometimes these requests are technical[1]. In other cases, requests are of a more non-technical nature[2]. What these situations have in common though, is that the person asking is sure that this is the best way to do things. I've often tried informing him of the risks involved in his request, but I have had no success in convincing them to change their mind.

I wonder how HN deals with these situations. Do you blindly do what your customer asks? If so, with what rationale? Do you push back? How much, in what way? Do you ask questions? And how do you deal with it if consequences of these "unwise decisions" eventually find their way to you?

[1] I've had a customer request that a soft real-time message broker use DNS for every outgoing request and use a single queue to send out all the requests. Then, when DNS eventually went down, each request took 30 seconds to fail and messages arrived minutes late.

[2] I've been asked to produce reliable time-estimates on a project with deadline that varies in both scope and available capacity.