(私には)関係ないよ。
(Watashi ni ha) kankei nai yo.
Literrally: (With me) connection not exist stressor.
Conversationally meaning: That has nothing to do with me.
Watch the other lessons this video refers to:
Japanese for Morons-46
http://www.youtube.com/watch?v=znCl4mGwr4U
and
J4M-42: I quit!
http://www.youtube.com/watch?v=bvZ107ih8D0