If a player just screws around and does stupid stuff all the time, this player's character may just deserve what consequences you've been afraid to bring upon him/her/it all along. Even death is an option. The goal of a Game Master is not to play against the other players, but to enhance their game play experience with descriptions, opportunities, and obstacles. However, if a character is completely irresponsible, he/she/it may do something dumb enough to get him/her/it killed.

Let's say a character is on top of a specially-made airspeeder with a specially-made 10-foot drooling monster attacking him. He's flying 500 feet above the ground at 100 miles per hour when he runs out of blaster bolts and has no way to fight this thing. So, he decides to jump. Without a parachute. Well, THAT was a dumb idea. Roll your strength, buddy. The GM sets a difficulty level or rolls the damage of the fall (maybe there's a GM book with statistics on the physics of it all) and if that character rolls badly enough that he/she/it dies, well, tough luck pal. You jumped from 500 feet up and now you're dead. May the Force be with you.