Jess talking about when he went to NYC to visit a friend, he had no money.
He says they went to a bar, and says he doesn't buy girls drinks. Michelle asks if I bought you a drink you wouldn't return the favor and Jess says no.
He talks about some girls want to meet up with them and pay for a cab but he refused.
Basically Jess is a cheap bastard and probably has never gotten any girl in bed.