When this happens, I like to use finger painting as a metaphor for therapy, and life.
Finger paints typically come in only a few colors (usually the primary colors, red, yellow, and blue). Let's say I hate red. If I want to paint with a different color, I can't take the pigment out of the paint - for example, I can't remove the red from red paint. However, I can add other colors to it, and get something different from what I started with. For example, if I add some blue to my red paint, I get purple.
Like with the paint, I and my clients can't always take the bad things out of their lives - I can't change the past, or find someone a job, or give them a magic pill that will take away all their symptoms. Nevertheless, I've found that adding in good things does in fact lessen the pain of the bad things that remain.
For example, I work with a client who continues to experience paranoia, auditory, and sometimes visual hallucinations. She takes medication...but the symptoms persist. However, I have stumbled upon a few things that change her tears to giggles, and change her fear to moments of peace. They're simple things: Bugs Bunny, a baby doll, and angels. She smiles when we talk about these things, and she will do things that scare her if she can bring a doll or an angel key chain. Her quality of life has improved in spite of her continued symptoms.
The other lesson finger painting has to teach us is that it's messy! Mixing colors takes some trial and error, and often drips and splotches. After you get the right colors...it's still finger painting! You have to put your fingers in the paint and smear it on paper to get any kind of results.
Life is like that, too - it's messy. There's no way to live it without getting it on yourself. And there's no way to do therapy without getting your hands dirty. Meaningful change and growth come out of - rather than in spite of - mess.
So, that's my favorite metaphor. What's yours?