First, don't tell them it's wrong.
They may take it personally.
Instead, understand the need they are trying to fill, then suggest alternatives that don't include the bad behavior. Mock all the alternatives up and point out the good and bad of each one. Let them choose. As long as you have a good alternative, and sufficiently pointed out the faults of the bad implementation, then they generally come around to your point of view.
In other words, act like a designer. When a customer says, "I want green text on a red background," you don't immediately tell them that 10% of the world's males cannot read that, you first need to understand why. "Well, it's Christmas," then you can suggest alternate themes to give the site a festive feel without the design error. As long as the mockups you suggest are better than theirs then they will generally acquiesce.
Not because they made an error, but because you saw their real need and improved on their idea.
If they're adamant after that, though, do the work - don't spend your time trying to convince them the error of their design sense, it's a waste of resources.
Educate them over the long term, but if it takes you an hour to convince them not to make a change, that's one hour you could have spent improving your relationship with customers who treat you as designers rather than web-monkeys.