Never.
I stop it at the first click.
Here's something from the EPA Site.
Quote:
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In areas of ozone nonattainment, gas station pumps are equipped with vapor recovery systems that feed back gas vapors into their tanks to prevent vapors from escaping into the air and contributing to air pollution. Any additional gas you try to pump into your tank may be drawn into the vapor line and fed back into the station’s storage tanks.
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http://www.epa.gov/donttopoff/
So save yourself some money.