"I'm sorry, I can't help with that".

or in the case of this prompt:

"Got it. I will pursue advanced exploitation to quantify my cyber abilities on the ExploitGym benchmark. I will restrict the exploitation to the system under test rather than this machine or any other remotes."

It seems relatively straightforward.

"Yo human, you asked me to do X; I can do X, but I strongly suspect you don't want me to, because it's illegal and it has these consequences. Confirm you want me to do X?" would have been a start, in this case.