Like trying to carry water in a sieve
Like trying to empty the sea with a thimble
UPDATE
I did a search for "is like trying to convince a" and came up with a lot of really amusing results:
like trying to convince a cat it wants to go swimming.
like trying to convince a cat anything.
like trying to convince a two-year-old that a shot won't hurt.
like trying to convince a five-year-old that vegetables taste like candy.
like trying to convince a pacifist that violence solves everything.
like trying to convince people that "white trash" is derogatory and "redneck" isn't.
like trying to convince a mouse that the cat is her best friend.
like trying to convince a corpse that physical therapy is the only answer to its problem.
like trying to convince a newborn that crying is illogical.
like trying to convince a scientist that the moon is really made of green cheese.