The Evil GM - What to do with players, who make dumb moves..

Most people say that Advanced Dungeons and Dragons first edition is all about paranoia and a DM getting the upper hand on his players, punishing them. Well I believe it all depends on the person running the game, a good DM will drive a story first before pounding his players into the ground.

The real question here is, what do you do with players (experienced ones, not newbies) who decide to make that stupid move, not once, not twice, but three times? Do you just wave the hand (and roll your eyes), allowing him/her to move along or do you just let the dice do the job?

For example, we have a party going into a underground temple, where it's been abandoned for years. The party has been exploring it for better part of the day, finding weird traps, and deadly monsters left and right. The party decides they found a nice safe room to bed down for the night and each person decides to take a watch to guard the door of this safe room they found. During one character's watch, he decides his Magic User will get up and explore down the hall from the room where the party is sleeping. He does not notify the group at all.

Now as the DM, I rolled to see if any of the other party members heard him open and close the door only to be fair to the group. They did not and the character was able to slip down the hall and meet up a random patrol of 6 orcs and his death. The player found this unfair and yelled. The group sided with me saying that was pretty stupid to do that, and he deserved whatever happened to him.

My question to everyone is what would you do? Should you as a the DM allow a character to run off like that and screw around or stick to the rules and roll random encounters following the guidelines set forth by the module or your adventure standards?