If they want to make a pass at a queen? Let them. If they want to kill an NPC? You can offer resistance through the NPC, but you can't stop them from trying. Heck, if they want to spend two hours trying to head butt their way through a brick wall, you can have an NPC warn them against it, or you can have them roll to see how many points of intelligence they lose (and whether, by some miracle, they actually break through).
But remember: while success is never guaranteed, players should always be able to try. If your players are at all decent to work with, even their most crazy intentions contain some thread that you can weave into the tapestry.