Someone once told me the realtionship between the pilot and ATC is that of a partnership. If you firmly establish this concept in your mind you will not go wrong.
As with any partnership, if you are not happy doing something - say so. Your partner is not your boss, unless perhaps in some cases you are married to her / him!
In CAS, regardless of what ratings you have, there is one boss you must obey - the weather, so if you dont like the look of it tell ATC that you dont want to comply with their instruction and leave them to give you an alternate.