"I tried marriage. I'm 0 for 3 with the marriage thing. So, being a ballplayer - I believe in numbers. I'm not going 0 for 4. I'm not wearing a golden sombrero"

Charlie Sheen is making a joke about his failed marital relationships. He is comparing his marriages to his profession as a baseball gamer. He is saying that he has been unsuccessful in his marriages, as he has been 0 for 3. He is then saying that he is not going to pursue a fourth marriage, as he does not want to go 0 for 4, which is a baseball term for striking out four times in a row. He is stating that he does not wish to use a golden sombrero, which is a baseball term for a gamer who has actually set out 4 times in a video game. Charlie Sheen is making a joke about his unsuccessful marriages, and is saying that he is not going to pursue a 4th one.