lo entendemos bastante bien.
When I saw your post I was going to say: I say you have been living in Texas too long. Your loose translation "messing with" might be better rendered "assail" in American Standard English.
Then I read it. It actually says "no se meta conmigo caballero"
I suppose "Don't mess with me, cowboy" is a latino thing as well.
It appears to be feigned bravado put on for the journalists. He also says he was "ambushed" as nearly as I can make out. The thing is, relations between Mexico and Venezuela are somewhat bitter because of the ideological differences between Fox and Chavez. The article says that Chávez calls Fox a "cachorro de EU" As you well know, many mexicans call him that as well. Anyway, Venezuela doesn't have the means to affect Fox in any substantial way. Welcome to the first world, amigo, folks will assail your president more and more as your country becomes a bigger and bigger player. Just the way it is. Look at what that poor bastard King George III had to put up with.