I had two new players at last night's Boot Hill game, young fellows maybe still in high school. The PCs were hired to be the law in a rough and tumble mining town, but one of the new guys didn't want to do that. He accepted the assignment, but his first action in town was to stone cold murder a drunken gambler in broad daylight, in front of a livery stable that was open for business and across the street from the boarding house the PCs were staying in.
He was not expecting one of the other PC lawmen to shoot him down in the street like a mad dog, but I'm kinda glad he did.
Carl made it unnecessary for me to act, but the murderer had two witnesses who saw the PC and the victim leave together just moments before the murder. This incident points towards something I've seen from young people many times over the years. Some kids are so flush with the raw power of playing a game where holy crap! I can do whatever I want! that they completely overlook the obvious consequences of their actions. I'm all for PC shenanigans and I truly believe that one of the useful functions of roleplaying games is that they allow us to stretch our ids a bit without ending up in jail, but especially with adolescents I feel that the game world needs to bite back in these sorts of circumstances.
In my experience a younger player with this problem will get his first couple of PCs killed stupidly. If he or she (and I've seen young ladies with this same difficulty as the boys) can get over that hump they can then go on to become ordinary amoral, bloodthirsty PCs, i.e. the kind that make sure not to get caught. I've actually seen this process play out in a single con session. It's one of the reasons I bring spare characters to any con game where chargen will take for than a couple minutes.