Let them be. That being said though, if you'd like to try to understand things from their perspective a little more, and maybe get some good arguments to use with people who won't leave you alone in your disbelief, you might want to read Guy P. Harrison's book 50 Reasons People Give for Believing in a God.
http://www.amazon.com/Reasons-People-Give-Believing-God/dp/1591025672I got a review copy and it's quite good. You can also listen to an interview with Guy Harrison on CFI's Point of Inquiry podcast.
Guy P. Harrison is a graduate of the University of South Florida with degrees in history and anthropology. He currently lives in the Cayman Islands, where he is a columnist and travel writer for a national newspaper. He has won several international awards for his writing and photography.
In this conversation with D.J. Grothe, Guy P. Harrison talks about his new book 50 Reasons People Give For Believing In A God, and details such reasons for god-belief as the obviousness of God, "playing it safe," the fear of hell, that belief in gods brings genuine happiness and comforts, and the fact that so many people are religious. He explores similarities between the reasons people give for their belief in Western gods and Eastern gods, and also similarities between the reasons people give for belief in gods and in the paranormal. He calls for a wider understanding of religion in general as an important first step in inculcating skepticism about religion. He argues that the reasons people proffer are often very different than the reasons theologians argue that people should believe. And he offers advice for what he thinks is the best approach for engaging believers on these matters of belief.
http://www.pointofinquiry.org/guy_p_harrison_50_reasons_people_give_for_believing_in_a_godHere's a direct link to the MP3:
http://media.libsyn.com/media/pointofinquiry/POI_2008_08_01_Guy_Harrison.mp3