The commenter is making a joke indicating that he expects to be ‘flamed’:
Flaming is a hostile and insulting interaction between Internet users, often involving the use of profanity.
Flaming usually occurs in the social context of an Internet forum, Internet Relay Chat (IRC), Usenet, by e-mail, game servers such as Xbox Live or PlayStation Network, and on video-sharing websites. It is frequently the result of the discussion of heated real-world issues such as politics, religion, and philosophy, or of issues that polarize sub-populations, but can also be provoked by seemingly trivial differences.
Deliberate flaming, as opposed to flaming as a result of emotional discussions, is carried out by individuals known as flamers, who are specifically motivated to incite flaming. These users specialize in flaming and target specific aspects of a controversial conversation. Some websites even cater to flamers and trolls, by allowing them a free environment, such as Flame-Wars forum.
—Wikipedia, s.v. Flaming (Internet)
Although the commenter is joking, there really is such a thing as flameproof—or at least flame-resistant—underwear. It is worn by firefighters, racecar drives, and others whose work brings a risk of having their clothing catch on fire, as it prevents or delays flame coming in actual contact with the flesh it covers. Here and here are websites where flameproof underwear is sold.