It's a slang expression. It means "It's better to get angry than to let yourself be bullied or defeated."
"Pissed off" is slang for "angry." It's considered a mild curse, so don't use it in a business situation or around kids.
The verb "to piss" is also vulgar slang for "to urinate." So "to be pissed on" literally means to be urinated on but it's also an expression that means you've been taken advantage of, bullied, or defeated.