Phrase often used in TV shows. When people in it do stupid, dangerous or crazy things and show them to millions of people and they don't want to be responsible for injuries, deaths or any consequences that could happen to the audience. They cover themselves from any lawsuit, charge or accusation but still do it looking cool captivating the audience
Cool guy 1: "Remember kids, don't try this at home!"
*cool guy 1 breaks a brick with his head*
Cool guy 2: "Now see this. Don't try this at home!"
*cool guy 2 gets in a shopping cart and jumps into the ocean*