This can be a problem when you're trying to instill in them why they shouldn't do potentially dangerous things.
For example, I am on the exercise bike, desperately attempting to keep my heart rate up for ten minutes so that I can burn off that extra 10% body weight I seem to be luggin' around these days. The cat settles down and begins idily licking at an end table with a scratched up leg, and I'm worried she'll get splinters in her tongue or gut.
"Athena," I say sternly, "(puff, puff) stop that!"
The cat doesn't even look up.
"Athena, stop that or I'll have you beaten!"
The cat cocks one eye my way and continues to lick.
I smack the book I was reading against my thigh. It makes a loud noise. The cat, never having had a hand raised against her in her life, and fearing no creature but the vaccuum, flicks an ear.
"CAT, cut that out!" I wave my hands at her, still biking furiously. The cat is now watching me to see what fun thing I'll do next, but after a second or two, in disappointment, goes back to licking the end table.
Out of other useful ideas, and beginning to resign myself to dismounting and heart rate be damned, I waved my arms frantically and made a loud yawping noise, like a demented giant seagull.
The cat is charmed. Her very own giant seagull! She comes over and jumps into my lap. Since my knees are going up and down quite rapidly as I bike, this is not nearly as interesting. She tries to ride it out for a few minutes, then gives me a disgusted look--some giant seagull I turned out to be!--and stalks away. Fortunately, she has forgotten all about licking the table by that point, and once I got down and taped over the rough bit, another minor crisis averted.