to me, i think this phrase is kinda negative. it could sound funny and it could sound like you are getting frustrated. you can use it with friends but in some situations i think it's not proper. I will say this when friends say something i don't get. for example, when you are hanging out with friends and one of then try to explain something but you don't get, you could say 'พูดไม่รู้เรื่อง' in this case i think it sound funny. but in another situation.. if you are in the meeting and someone try to explain something but you don't get, i think it's not proper to use this phrase. it will sound rude to me. you'd better say 'ผมไม่เข้าใจที่คุณอธิบาย'
Or after you read all I wrote above, and you don't get. you could say 'พูดไม่รู้เรื่อง' LOL
Hope it help.
