Jeff Dye's Gym bit

Man, this guy is hilarious! I didn't really understand one part of it, but I was still laughing (partly because of the other people laughing in the video... I have an issue: I laugh when other people laugh. Even when they're laughing at me. So whenever I make a joke, it never really goes well because I start laughing when they start laughing!).
"Don't look away, sir. Embrace it!"