How to Handle Patients Taking Unapproved Drugs?

According to the NY Times, the growing use of urine tests in pain patients has given doctors information on what other medications their patients may or may not be taking. Doctors now face choices about what to do with patients when tests show the patients are not taking prescribed drugs, or are mixing them with unapproved or illegal drugs.

What do you think the appropriate response should be towards a patient whose urine has tested positive for unapproved or illegal drugs?