Sometimes in my RPG experience I encounter a player whose only goal is to make themselves as powerful as possible at the expense of experiencing the world appropriately. For example, someone wanting a piece of equipment without any justification. Or someone who wants a magic sword before they even have leather armor. Or someone wanting a Hochland Long Rifle at a small town.
I know that the right response is to gently guide them into more appropriate equipment, or to let them roll for it with an enormous challenge. But after you do this over and over again and they don't change their ways, what do you do? It just seems they lack the creativity to engage in the story.
It's hard as well for the other players who are interested in the story and being creative to have this one person constantly pushing the envelope in the wrong way. I begin to feel like more of a referee than a game master.
How do you handle these situations?