It apparently was a reference to his entry in 'Who's Who'. Most of the other new nominees gave long rambling speeches about how honoured they were to be included on such a prestigious list. Bukowski's response apparently was "don't try" :D
There is a passage re. "don't try" in the Erections, etc., collection of short stories. From the story "A Lovely, Love Affair":
"I didn't want to play with what was left of the 5th, so I sat in the kitchen, naked, wondering, how can people trust me so? Who was I? People were crazy, people were simple. That gave me an edge. Hell yes, it did. I'd lived for ten years without a trade. People gave me money, food, places to stay. Whether they thought I was an idiot or a genius, that didn't matter. I knew what I was. I was neither. What made people give me gifts didn't concern me. I took the gifts and I took them without a feeling of victory or/and coercion. My only premise was that I couldn't ask for anything. On top of it all, I rather had this phonograph record spinning around on top of my brain and it kept playing the same tune: don't try don't try. It seemed like an all right idea."