Agree with the others - ignore that sad, pleading look! Just say AH AH or whatever word you use for "don't even THINK it" when they're about to get on the couch.
My dogs are not allowed on the furniture except for the skanky old couch in the office, and they have no problem knowing the difference. So much as a paw on the bed or the "good' leather furniture brings the wrath of the clean furniture goddesses down on their heads in a hurry, and they know it. :D
Now if we could just train the cat not to shred the armchair....
PS: I really like damp's signature line, that is so true!