The cheesebar is the top bar across the top of a hockey net (usually refered to as a crossbar). If your a hockey player and you don't go cheesebar down then there really isn't a reason to score, you might as well of just stayed home. Cheesebar and in or nothing.
Going Cheesebar is also one of the three ways to score on pond hockey (or backyard rink hockey), or when the goalie is an asshole and doesn't show up, forcing people to go posts.
"Wow Yzerman just went cheesebar down on that sick goal."
"Jeff couldn't hit the cheesebar if his life depended on it. Way to be Jeff, just live the dream."