I AM the system administrator....

This happens over and over, and I don't know what to tell these idiot customers; customer calls in and asks for help with setting up something we don't support, or whatever, and I refer them to their system administrator, and they say, "but i AM the system administrator."

They seem to think that their status as sys admin changes something. What logic brings them to this? I don't understand. Why should their cereal box certificate make me help them more than someone else?