I think it wrong -----him not to take our advice

wrong这个形容词,牵涉到人的特征（即其可以用来修饰sb）,所以用of,不用for.
it is wrong of sb to do sth 某人做某事是错误的.
另：给楼主提供一个判断诀窍：如果该句型it be + 形容词 + of/for sb to do sth可以改写成：sb be + 形容词 + to do sth且句意不变时,则必须选用of,反之则用for.
如：It is important for you to learn English.
不能说成：You are important (to learn English).
而：It is kind of you to help me.
= You are kind to help me.
该句可以说成：He is wrong not to take our advice.
所以用of.