How far is to far??

I recently have been thinking a lot about when you should put your foot down and say things have gone far enough. When is it an appropriate time to say that is far enough! I have always had the hardest time when it comes to this. If I can help someone I always have even if I think it is a bad idea. I always give people another chance or the benefit of the doubt and most of the time it is me in the end who gets screwed. Either financially or emotionally. How do you tell that person it isn't working or that you just can't help them anymore? Or is it worth all the pain and struggling to just help that person in the end?? My whole life people have told me that family comes first. So is it okay just to help your family even if they are doing something that isn't good for them? My fear is that if I even just tell them that they are better than this sillyness than they will get angry with me and not even let me be a part of their life. Do I take that risk of telling them knowing very well that there is a possibility of never speaking to them again??