Odysseus:

on his voyage home from the Trojan War, he was informed by Circe that his ship would pass by the bewitching of Sirens. He desperately wanted to hear their beautiful songs  without being lured to destruction. Knowing that he was prone to weakness, Odysseus ordered his crew to put beeswax in their ears and tie him up. He knew that Sirens’ beauty was so great that he would refuse to listen to anyone who tried to stop him from joining the temptresses. To protect against his own weakness, he directed his men, “If I beg you to release me, you must tighten and add to my bonds.”

Source: page 108, “The Education of a Speculator” from Victor Niederhoffer. Losses, comebacks, trends and the weather

http://en.wikipedia.org/wiki/Odysseus