I have to emphasize that I disagree that you do NOT continue to offer advice when specifically asked to stop. Turn the tables on yourself and imagine if someone was giving you unsolicited advice when you've chosen to do the things that you're doing. Does that sound like something you'd want a friend to do? If I say stop, in my opinion that is exactly what it means and your friend is saying that. you CANNOT control what he does and can only offer advice but when that advice comes at you after you've asked someone to stop doing so, it is wasted advice at best and at worst it could ruin a friendship.