Lyric discussion by Leekduck 

Cover art for Never Wanted to Dance lyrics by Mindless Self Indulgence

I think the song is about stubbornness, the speaker in the song has developed a crush on someone who he would like to be in a relationship with but at the same time he does not want to be 'controlled' by anyone (Never wanted to dance with nobody but you, but you wouldn't take no for an answer you fucking bitch).

the 'there is nothing you can do that I haven't already done to myself' is also about him being stubborn, he doesn't care what happens to himself as long as he is the one who does it.