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Close to the wind 

(of a sailing vessel) pointed as near as possible to the direction from which the wind is blowing while still making headway.
The experienced sailor expertly maneuvered the sailboat, sailing close to the wind to maximize speed and efficiency.

Sail close to the wind 

verge on indecency, dishonesty, or disaster
Here's a sentence using "sail close to the wind":

The politician's campaign ads sailed close to the wind with their negative attacks on the opponent.

I Am About To Open The Window And Tell You all To Close The Door 

I Am About To Open The Window And Tell You all To Close The Door
I Am About To Open The Window And Tell You all To Close The Door