Commonly used Canadian phase, born out of the excessive usage of "sorry", this statement allows the user to conform with the sintax of apology, but indicate that he is, in fact, not sorry.
Often used in situations where an undue amount of judgement or prejudice is being applied. A simple, direct way to tell the person their feelings/thoughts/opinions aren't changing your mind and you will not apologize.
Sally: "is that wine? Are you drinking while pregnant!?!"
Jane: "it is wine and it is my choice, Sorry I'm Not Sorry."