AT an event I was DJing at in London in 1983, someone came up to me with a request for "The Closer You Get". Immediately, I thought of "The Closer She Gets" by John Drevares. He said it wasn't, and I couldn't help him. He went off a bit miffed.
Half an hour later, he returned, insisting that I had this track called "The Closer You Get". When he started humming it, I realised he meant "I Get The Sweetest Feeling" by Jackie Wilson!
I don't think it's bad form to ask for your favourite record - any DJ can say yes or no. Just choose your words carefuly, and know what you're asking for!