If talking to him and explaining the way fate points work doesn't help, I'd say compel him. Escalate those compels. Make it hurt.
The thing is, in the DFRPG, the only real difference between PC and NPC is fate points. If he is not using his, he might as well be an NPC, and as such he is driven by his nature, not by his choice. See if you can get him to behave according to the nature of the character, when the player actually wants to do something very different, so if he wants to do it, he will at least have to buy out of the compel. This might break the ice for future uses.