Conan's world isn't about being fair, just like the real world isn't. :wink:
Put the party up against something they can't just chop up outright and then let them figure out they need to run like hell. Regrettably, D&D teaches that if something is in a dungeon, you must be able to kill it because it is an "appropriate challenge level" for your group. Also, it probably has some bitchin' rad treasure and magic doo-dads worth having.
Conan teaches that only fools rush in to die, and that not every problem can be solved by mere mortals with bared steel. If Conan meets some fell creature of sorcery he can't kill quickly by conventional means, and he has the opportunity to run, he ALWAYS runs. Not because he is a coward, but because he understands that no treasure is worth dying for (a lot of these things don't even have any treasure), and there are some things that cannot die! A man's got to know his limitations, or else he will get taught a painful, humiliating lesson he may not survive.
That's one of the primary differences between D&D and Conan: A man is defined by his character, not his stuff. No matter where you go, there you are, and it won't make one whit of difference in the end whether you're riding on a palanquin studded with jewels or walking in coated in trail dust with only the shirt on your back and a rusty dagger at your belt. A man makes his own destiny; a coward has his handed to him.
Conan is like the Wild West. Reminds me of a little song I heard by a fella goes by the name o' Kenny Rogers. Like to hear it? Here it goes:
You gotta know when to hold 'em, know when to fold 'em...
There'll be time enough for countin' when the dealin's done!
That, to me, epitomizes Conan and his world.
