If you are prepared to make an ultimatum and follow through with it (file for divorce, lock up finances, etc) then by all means do so... but not just because they refuse.
I would wait until they actually violate the ultimatum. If you for example tell your spouse to stop using the children's college fund to support a gambling habit.. and that you will lock finances up if they do so again..
Once they make that withdrawal then you follow thorugh...
