Meaning that you did something that would normally piss someone off but impressed them even more so that they are not angry.
"Ron Burgundy: What? You pooped in the refrigerator? And you ate the whole... wheel of cheese? How'd you do that? Heck, I'm not even mad; that's amazing."
"You just shot me in the chest...but the blood is making a smiley face! I'm not even mad!"