Well I had to do this at some point.
Eventually I'll have to show how Steve met his wife.
Also, if you don't get the joke, think of it as responding to a question like "Are you not coming with me?" if you respond with "Yes" then that could mean "Yes, I'm not coming with you" and if you respond with "No" that could mean "No, I'm not coming with you". Basically, a yes or no response both yield a negative, due to the way the English language works.
Doug has used this to his advantage by including a double negative in his question, which adds further confusion.
And it gets even worse: "don't need no" (example: "We don't need no water.")
What the heck!?