How can we say no to a customer request?

You need to ascertain if this is related to the SOW, then if the request is beyond the Scope of work, then we can make them aware of the fact that request made is out of scope and need a change request.
If the work is very minimal in nature meaning less than4 hours or so, then you can put it as a record and use it at the year end review with customer so that they can pay for the work carried out.
I had this experienced personally myself in my projects.

You never say no, you just explain the impact and risks associated , some business models I know rely on profit generation from customer change requests , though this is devestating on the long term relationship, what I prefer is to use your personality, skills, escelations and presentation to show the customer your loyalty to him and then he will listen to you.