The Game is Not Over, Yet

You're trapped in a video game. The player is controlling things but just as you are feeling really helpless you find a way to take fate into your own hands and run the game from inside. You build your own castle and take over from the final boss (the last, toughest character to be fought in the game) and give the player a real battle of wits and resources. The only problem, if the player shuts off the game you lose automatically. How do you keep the game from being closed before it is finished? It's a balance of keeping the game interesting and letting the player feel they still have a hope of winning.