If it's utterly stupid (you're apping aT800 Terminator for a Harry Potter game) then just say no. Point them at the wiki about what kinds of concepts are appropriate and just be ready to answer questions - newbies make mistakes, maybe they aren't trolling intentionally.
If it's somewhat plausible but still wrong say no but offer ways to run something similar. If it's Shadowrun for example they can't play an evil robot from the future but maybe enough cybernetic parts will do the trick?
If it's plausible but you are kinda getting butthurt because it's not exactly what you'd play, stay the hell away from it and let them play what they will. People won't invest creatively in your game if you interfere too much.
That's about it, in my book.