Demondosage, I think what Villain is referencing is the fact that after a heavy-duty squat / leg press / leg extension / stiff-legged deadlift / leg curl session - all to very near failure on every set ....your legs are so insanely cooked, that if you try to do stairmaster you will just collapse and fall down and hurt yourself because you have absolutely nothing left in your legs.
When I first started training, I trained in a gym on the 3rd floor of a shopping center. I made the mistake at least 6 or 7 times before I finally learned my lesson (I know I know i am a slow learner) of walking down the stairs, after a grueling leg workout, without holding onto the stair railing. The first time I did this I fell and very nearly killed myself. A couple other times, same thing - I fell and nearly killed myself.
I am pretty sure this is what Villain is referring to.