"I've never done a box set, and Eddie's full of it if he says otherwise"

This quote by Sammy Hagar is most likely referring to a conversation he had with Eddie Van Halen, the lead guitar player of the band Van Halen. Hagar is denying that he has actually ever done a box set, which is a collection of several albums or CDs released together as a single package. This could be interpreted as Hagar not wishing to be associated with a box set, or it might be translated as Hagar not wishing to be associated with Eddie Van Halen. In any case, Hagar is making it clear that he has never ever done a box set and that Eddie is incorrect if he says otherwise. This could be a sign of stress in between the two, as Hagar is not afraid to call out Eddie for his incorrect claims. It might likewise signify Hagar's self-reliance and objection to be connected with something he doesn't think in. Whatever the case, this quote reveals that Hagar is not afraid to defend himself and speak his mind.