1) You (and the rest of the band) boot them...assuming it's a full band.
2) You leave...probably not the best situation.
3) Force everyone to with strings/keys to go direct through a PA (and use IEMs) so the levels can be mixed by someone else...if you can't get a dedicated sound person, at a minimum, teach a spouse or a good friend the basics, although the sound may actually suffer more without an experienced person on the mix.
But seriously, if this is a band situation, it may take everyone to have a talk with them and explain that there are other ways for them to "hear themselves" better than to just apply more volume. There are amplifier stands that angle slightly upward that work great.
Before our band started running everyone direct to the mixer, our bass player could never hear himself because of where the bass amp was in relation to him. But to me, I could feel his bass, so it's all a matter of positioning.