I've always liked this idea for a quiz - which I came across years ago in hard copy format, so there are probably other versions around.
The basic format is that it says at the beginning
Read all the questions before starting
But as users can see lots of exciting questions they generally ignore this instruction and just start doing the questions.
You let them work away for about 10 minutes - and then when they turn the sheet and read the last question it says
"Don't do anything"
When you do this you'll get a few smug faces, from those people who have actually followed the initial instruction, who sit there quietly smiling while everybody else is trying to work out the answers.
The follow up discussion should cover why the users failed to follow the instruction which was clearly stated on the quiz / on screen...
Here's an online implementation
http://www.nerdtests.com/mq/take.php?id=77