Telling them they're in the wrong typically does nothing.
Case in point, I was out on a 10 mile run the other day, running on the sidewalk, when I was approached by a guy in kit with a nice looking orbea going against traffic, on the sidewalk. Needless to say he was booking as I watched him clear air a few times (I think he was out of control a bit myself) and as he came within 15 feet of me I yelled out "Your going the wrong way!"
The end result - I ended up in traffic! on foot to avoid being steamrolled by him. He actually had the brass tacks to come back and yell at me about blocking the flow of traffic...
Next time, I show him what happens if I throw my camelbak into his front tire.
Clearly, there are some in all cases that feel they've the right-of-way regardless of the law or situation, ignore them or let darwin deal with them I say.