Short Story: A man found himself being given advice at one point (simple things like "Don't take the L train today", heard, but with the source unseen) that end up being very good for his safety (it crashed, or someone was squished or something similar.) Eventually he comes to discover that there is some form of being, that for some reason exist to provide this kind of help, just as there are many other unseen beings of ill intent. Also, now that he's being protected, it draws additional attention from the various ill beings.
Eventually, things come to a head, and he's told that he'll be fine as long as he doesn't do something that is identified only with a word that is not in his language. (I believe it was 'lenzirizing' or something similar.) Then the being is suddenly gone; destroyed, eaten, whatever.
Regardless, the man knows that he's safe as long as he doesn't engage in the single dangerous behavior. As the narrator, he comments on this, while mentioning that he really needs to sneeze... [story ends]
It feels like it might be Frederic Brown, but I haven't been able to find it anywhere.
Anyone have any ideas?