You do what?

Of course, every so often, players throw you a curve ball, doing something so incredibly unexpected that you collapse in a heap, wailing at the manifest unfairness of it all.

At this point, you have three options:

1. Stop the game early, on the grounds that you have no idea what's going to happen next.
   
2. Don't allow them to do whatever they want. Typically, this is achieved by placing an absurd number of problems in their way.
   
3. Make shit up.

Naturally, option 3 is the best option, since it allows the game to proceed, and doesn't render the players totally meaningless. The problem there is that option 3 forces the GM into the unhappy situation that the carefully-prepared plot of the entire campaign can go out of the window.

It also has the twin problems that you run a very real risk of slaughtering the PCs accidentally, or alternatively allow them to achieve a campaign-shattering victory far too easily.

This is the area where systems like d20 fall down. They way to quickly and easily ad-lib appropriate challenges is necessarily to have a stock of suitable antagonists (or, avoid combat, and thus simply have to ad-lib political and role-play material, which is safer). The problem with having an array of ready antagonists is that it requires a lot of preparation work.

I don't think I'm going anywhere with this, so I'll stop there. After Saturday's game, though, I needed to vent about players, and the crazy things they do.