Yeah, I've often gotten (lighthearted) ribbing from girlfriends in the past, to which my reply is: "who's worse, the nerd, or the girl who picks up nerds?"
Getting back to the topic, I've often found something like the following to be helpful:
You know in movies/tv, where the characters will often do something stupid and you find yourself thinking (or yelling): "don't go that way!" or "lookout, he's behind you!", but no matter what you think/say, the character will do it anyway because that's what the writer/director decided would happen. Well it's kind of like being one of those characters from the movie, except that *you* get to decide whether you go that way or try to look for the guy behind you, rather than the writer/director.
If they push more, I'd go on to describe how you "be a character", how you figure out whether or not you actually notice the guy behind you or not (i.e.: rolling dice). It also takes care of the "so who wins?" question, because this way people can appreciate that it's just like a TV series where the same characters do something different every week.
I dunno, I've found it a useful analogy, it might help you too.