I've had this quite a few times. A lot of getting around it is luck. When it happens is very important. If it's just after the transfer window closes is probably the best time. You leave them to sulk for a while. Then if the club are doing well and you start playing them they might boost their morale. It also depends how good they are. I've had some players go into a sulk, demand a transfer, but because they only average no one comes in for them and they are stuck at the club. You should be able to bring them round in this situation. Usually it's them coming to you and saying they want to stay. Say no and stick them in the reserves!