Outside of baseball, people replace the last word with their occupation (There's no crying in politics!///There's no crying in wrestling!///etc)
When someone says that to you, they actually want to say something like 'Be a man' or 'Don't be a pansy'.
A variant of the use was spotted on many websites, while commenting on Hillary Clinton's infamous speech in which she seemed to on the brink of crying.
COACH: 'ANDERSON! WTF where you doing out there!? Don't you have a f*cking brain or something? Not even a chimp hit the ball like that! Where you out of your f*cking mind? WHERE YOU??
ANDERSON: *starts to cry*
COACH: Oh come on, what the f*ck is this...
ANDERSON: *still crying* I'm sorry coach....I was stupid, I....*proceeds to cry even louder*
COACH: No! No, No, No! You stop that right now Anderson, do you hear me! THERE'S NO CRYING IN BASEBALL!