"I only direct in self-defense"

The speaker, Mel Brooks, is likely a film or cinema director. The quote recommends that he only handles guiding tasks when he really feels obliged to do so in order to protect himself or his interests. This might imply that he is discerning about the tasks he selects or only handles routing jobs when he feels it is essential for his occupation or individual demands. It could also recommend that he watches directing as a means of asserting his control or impact over a circumstance, rather than as a totally innovative quest.