The answer should be simple. If the client is pushing themselves TOO hard during sessions, then they are pushing themselves outside the perameters of benefit of the session. You tell them that they are to obey your instruction, as it is being given in order to provide them with the most effective route to accomplishing their goals. Define your role in the relationship as TRAINER and not babysitter. Now, doing this with tact and grace however, is another topic all together.