People always say "The customer is always right" and thus in the software business we usually just keep saying yes no matter how crazy or stupid the feature is. But of course there's also another saying that "The customer is never satisfied!" which basically means no matter how good your system is the customer always find fault in it... Usually to try and negotiate for a lower price or what not.
In a classic example of customer's asking for features that really don't make sense, when the first Portable Video Devices where released ie. Creative Zen PMC, Archos PMP, etc. etc. Based on the feedback I saw on the support forums, other than PERFECT internet download video playback the most requested feature is... The ability to HIDE files from being directly browsed to on the device.
I still remember one of the post a guy made "Yeah I'd like the feature to hide files, wouldn't want people to think I have a music taste of a 5 year old girl when iI hand them the device to play around with!" Hiding the fact that you have bad music taste?? I don't think so, more like hiding Prawn0 I believe! ;)