Don't Help Me...Please!

You know what they say about good intentions? But what are you supposed to say in response when someone with the very best of intentions has done something supposedly to your benefit that you not only didn't want but consider a big nuisance? Do you still say thank you? Are you honest about your reaction (perhaps causing that person to mutter within earshot, "Well, that's the last time I'm ever going to try to do someone a favor again!") Or do you just smile one of those awkwardly pained smiles and make the best of it?