How shall I tell these Jehovah's Witnesses that I don't want their study sessions but I do want their?

Tell them what you said here. I have a person I call on and she just likes the literature. That's ok with me. I have been calling on her for several years. There are other Jehovah's Witnesses that call on people like you We can not convert anyone. Only God can do that. The material we leave is interesting and intended to help people with an understanding of their Bible. They also give advise from the scriptures on how to handle job loss, low self esteem, children. marriage mates etc. It might be nice if you gave them a small donation once in awhile because we pay for the literature out of our own pockets. But if you can't that's ok too. We do want people to study the Bible so they can make an informed decision about God. We are getting a little more insistent because the end of this system is getting nearer and nearer. (not world, system). But most of us have what we call magazine calls. Where the people only want the literature.