Did you know that in rhetoric, a dilemma is actually defined as a case in which both choices are bad?
Here is an example of a dilemma (sent to me by William Schmitt) called crocodilinae. I didn't want to lose it, so I post it here:
A crocodile, having seized a woman's son, said that he would restore him, if she would tell him the truth.
She replied, "You will not restore him."
Was it the crocodile's duty to give him up? (Quintilian, I.x.5)
(BTW, Dr. Schmitt says that the book to get is A Handlist of Rhetorical Terms by Richard A. Lanham "and ignore his post-modern reflections on objective truth.")