There is a saying "stuck between a rock and a hard place" He is using that in a unique - "funny.. no" way. (in other words not funny to me - but it is meant to be.) What ever was going on, his using the phrase means.. He has two options as he sees it.. He can say one thing and get someone mad - or he can say a different answer and get someone mad. One is a rock - one is a hard place. He is between them and it is not a comfortable place.

I haven't seen the episode (as far as I recall--maybe I did year ago), but he's obviously referring to the expression "between a rock and a hard place", which means that someone is in a difficult situation with only two unpleasant choices to choose from.