This is a really useful phrase.
It's the perfect response to anyone who asks you to do something horrendously complex, time consuming, or illegal.
And it's true.
Now, mind you, I'm not saying that you shouldn't, for instance, explain Linux to somebody. "Linux", as a whole, is clearly something that needs explanation. There's no way you can just "get it", unless you're some sort of prodigy. Even the most brilliant people I know have to look at the docs to do some things in Linux.
Instead, I am advocating the idea of keeping your actions in synch with your knowledge. It's like driving a car. If you go out and get a car, and just drive it without ever having practiced before, and without a grasp of the most elementary laws of driving, you're guaranteed to get in trouble.
It's the same with technology, especially when you're doing questionable things with it. For instance, let us take as an example playing Quake in the computer lab. At my school, it is not smiled upon. If you teach random people who come in how to install and run quake, then you will have problems, because it is likely they won't know how to alt-tab out of it should the computer teacher come. And then everyone loses.
Instead, it is better to let people figure it out on their own - if they can do this, then odds are they can also hide their crime.
The same applies to people who bug you to download, for them, warez. My friends have done this for me (before Morpheus, when FTP was king), but it is because they have access to competent servers, while I do not spend my time hanging out in IRC building up the resources to do warez well. They recognize that, unlike many other people, I have the ability but not the time.
The problem is with people who do not have the ability, but want the results. It is for that use that I recommend this phrase.