When on is on a double date and during this date they have to take a shit. He uses this saying to inform the other person that he does indeed have to shit. Expecially when one is all dressed up.

Anatidaephobia is defined as a pervasive, irrational fear that one is being watched by a duck. The anatidaephobic individual fears that no matter where they are or what they are doing, a duck watches.

Anatidaephobia is derived from the Greek word "anatidae", meaning ducks, geese or swans and "phobos" meaning fear.