I think Zed's suggestion incorrigible is the right word, although it is usually used playfully. ("Oh James, you're incorrigible!" exclaimed Miss Moneypenny.)

Incorrigible
Etymology: Middle English, from Late Latin incorrigibilis, from Latin in- + corrigere to correct -- more at CORRECT
: incapable of being corrected or amended: as a (1) : not reformable : DEPRAVED (2) : DELINQUENT b : not manageable : UNRULY c : UNALTERABLE, INVETERATE

Last edited by Alex Williams; 02/15/2006 3:41 PM.