I think that there is one major difference between the Istari and the WK which explains why the latter cannot be despatched (I prefer to say despatched, as I'm not sure 'killed' is the right word) by any conventional weapon. The difference is that the WK is already effectively dead. He has no body, he is a wraith, and this is made clear in the film. I would expect anyone who watches attentively, book reader or no, to notice this fact, and so they might reasonably ask questions. As to how Aragorn chases the wraiths in the film, they are presented as being afraid of fire and he drives them back while the Hobbits make a run for it. I'd presume by this logic that this is why WK wants to break Gandalf's staff, after all, he's a;ready used it to drive off the fell beasts on the Pelennor Fields. I'll not get into the whole Istari thing though, not yet anyway...
