This is a reference to a <a href="">quotation</a> by <a href="">Ginger Rogers</a>, who appeared in several films dancing with <a href="">Fred Astaire</a>.

Fred Astaire was supposed to have a reputation as a better dancer, her comment on that in the quotation was that:

> "I did everything that he did, but backwards and in high heels".

Referring to the fact that the man always leads in dancing.  She was suggesting that the woman has to work harder to keep up.