Kommisar, it sounds like you really want your players to buy into the spirit of how the FATE system works. I know myself how frustrating it can be when your players aren't on the same page as you, and even how bad it is when they're not on the same page as each other!
I'd take Luminos' suggestion and remove the cost for refusing a compel, at least for now. Maybe tell them you'll just let them know when opportunities come up for them to gain a Fate Point through a compel if they'd like to take one.
By the same token, maybe you should let them know when you're compelling your NPCs? Not while they're "off-camera" obviously, but make a point of showing how the NPCs helping them and opposing them are building up a reserve of Fate Points by allowing the story to disadvantage them. If they see a villain they want to take down stocking up on Fate Points they know are going to be used against them later, they should start to want to find more ways to get their own.
Unfortunately, unless your players learn that this system is not about beating the GM's bad guys, your group really won't get to fully appreciate the game. But like zenten said, not everyone wants to play like that. I've learned the hard way that you can't force your players to play how they don't want to, especially once the game has started. These days I make sure, before any game I run starts, that everyone knows what to expect and that everyone wants to play it the same way.
As for the games where there was a clash between what different people at the table wanted, well, those games didn't last.