Majoru Oakheart
Adventurer
Well, that's a sign of a DM who's heavy-handed with the direction; not in itself a bad thing. The test of whether it's a genuine railroad comes in when you try to take Choice B despite it not being the obviously helpful thing to do.
It's just that sometimes there IS a choice that there is no way of recovering from and still have anything left of the adventure at all. For instance, the PCs choose not to go after the villain when he runs away and instead decide to open up a tavern and serve drinks for a living. Then, after multiple attempts to show that the world is doomed without heroes to stop the villain(or whatever) they decide to take a portal to a different world since this one is doomed. Then, when you tell them that the villain wants to conquer ALL the worlds and can teleport his army between worlds, they simply decide to keep hopping worlds, trying to stay one step ahead of the villain.
This happened in a Rifts game I was running. After they made it perfectly clear that they were going to try to run as fast as they could away from the plot, I made it clear that if they did there would be no game, since that's what I had planned. They said I couldn't railroad them into the plot. I ended the game. None of them wanted to run a game because it was too hard. We stopped playing.
I don't run purely sandbox games, because the one I ran before that was no fun for me at all. It was another Rifts game where they kept using the rules to acquire more and more wealth. Nearly infinite(due to using telemechanics psychic powers to imprint digital cash onto cards). Then, they built a bunker with the best weapons and armor they could find and they stayed there, not wanting to go anywhere or do anything. I threw challenge after challenge, plot hook after plot hook at them in order to have ANYTHING happen in the game, they refused to leave and killed everything I sent at them, using any equipment they had to become even more powerful. I finally sent the Mechanoids at them. Yes, I mean ALL of the Mechanoids(for those people who don't know, an entire race of Mechanical/Biological hybrids that want to wipe out all living creatures). The PCs beat them. Something about nearly 200 long ranged nuclear missiles.
This was a while back, I might have tried something more subtle had the same thing happened today. But, each time they beat something I was sure would destroy their compound and force them to be adventurers, I got more and more frustrated. It was no fun for me at all. I had no chance to come up with interesting plots, cool twists and the like. My job was simply to find new enemies from books and run them in combat, since that's the only thing the players wanted to do.