Failed David Letterman extorter Joe Halderman was more than an inept criminal with an inept legal defense team; he was a severely paranoid inept criminal. He's just saying—who knows if Letterman might have him killed, or whatever?
The New York Post has some choice quotes from Halderman's recorded conversations with Letterman's lawyer, when he was trying to get a couple million to keep quiet about Letterman's affair. He was worried Letterman might have him fired. Or have his house burned down. Or, something else:
"What is to stop somebody from hurting me?
"As I said to you, the only way to be sure that I never talk to anybody is for somebody to kill me. Well, you know, I don't want that to happen."