Although commonly known as the Muslim pilgrimage to Mecca, the word "Hajj" may also refer to a hand-job. Since a BJ (blow-job) is often referred to as a "beej", a HJ (hand-job) can be called a hajj. (Given that BJ = Beej, HJ = Hajj).
Aside from meaning hand-job, "Hajj" is also synonymous with jacking off. When one is going on a Hajj by himself, he is simply masturbating alone.
Andrew: Wow, she is all over me tonight. I think she wants to take me to Mecca!
Bryan: Lucky! None of these bitches would ever touch me. It looks like I'm going on the Hajj alone tonight.