Of course we have tried talking to him-- explaining that maybe warlock, rogue, or ranger might be better for him, but he insists he wants his "character concept" to be a halfling paladin who dual-wields daggers.
Anything else I can do?
"Door's to your left."
Seriously.
The only thing worse than a player who doesn't believe in roleplaying at a roleplaying game is one who indulges in disruptive behaviour and excuses it as "I'm just roleplaying".
Or, if you really don't want to boot this guy, make sure the OTHER members of the party play THEIR characters -- and have them ignore the little "PC" sign floating over his head and ask themselves "If I were really going into a life threatening situation, would I bring this loser along with me, or would we dump him at the nearest town and see if we can't find some down-on-his-luck mercenary to accompany us?"