This is a Spanish saying very used on some circumstances of daily life, specially on a work environment.
I have not found a similar translation of this saying in English, but I’m sure there is one.
The best translation I can do is: “In the vice of asking, have the virtue of not giving”.
The meaning of the saying is simple; you will find situations in your live where people is asking you for things that are inappropriate for the given situation. The other side is trying to take the advantage of some information, or pushing you to do something that you should not do, or should be done by other.
You quickly advertise that what the other side is asking, is not appropriate, and you want to tell him/her, ehh!! come on!, are you thinking I’m stupid?
Reply in a rude way will not solve the issue and you will be seen as a rude guy.
So here is where the art of replying with nice words avoiding the conflict and rejecting the request (without denying it directly).