Is it a fallacy if a person won't accept that he or she committed a fallacy?

What should we do if a person does not accept that his or her argument is a fallacious one?
Is it a fallacy itself? (I am referring to any kind of fallacy, e.g., appeal to faith, appeal to possibility, etc)

I am tired of explaining that their arguments are fallacious because they do not listen anyway.

Telling someone their arguments are fallacious might result in the backfire effect , a psychological phenomenon where a person fights even harder to defend a knowingly errant position. I would try the Socratic method (I have found this very useful). For example,

Jack: Something like 80% of people believe in ghosts, so obviously it is not ridiculous.
Bo: So can we define a ridiculous belief as one that few people hold, and a reasonable belief as one that is held my the majority of people?

(Right here, this should obviously cause Jack to pause and see the fallaciousness of his statement. If not, continue with examples).