At the bottom of the front page there is a link to the DJ bible. The matrix is just a common term we use of getting sucked into the mold society creates for everyone. In a general sense, it means that in order to get with women, you need to give gifts, supplicate, prove yourself. Which doesn't seem to work in the real world. In a broader sense, it means anyone just sort of playing the role they think they are supposed to play out, from the messages they get from the media, etc.
So when we say a guy is breaking out of the matrix, we're saying he's learning to make his own decisions, based on his own thoughts/beliefs. Learning to think for himself, and not necessarily doing what others are doing in order to "fit in".
Rollo covers it pretty well I think in the loveshack posts he's made.
As far as everyone laughing, I'm not going to quote anyone by name but there is a girl over there, her icon is from an action movie with a female lead. She seems to have a pretty good understanding of what this site is about (good AND bad).