Zen masters often said that they didn't know anything of Buddhism. For example, in Suzuki's essay, "The Doctrine of Enlightenment," the Fifth Patriarch is quoted as saying: "Four hundred ninety-nine of my disciples understand well what Buddhism is, except one Huineng. He is not a man to be measured by an ordinary standard. Hence the robe of the faith was handed down to him." (Essays in Zen Buddhism, First Series) What this means is simply that Hui-neng's wisdom didn't come from studying the sutras but from within himself. On the other hand, he well understood all of the sutras intuitively because of his wisdom. This is not to say one shouldn't study the sutras, but that understanding comes from within, and one shouldn't rely on anything without.
If the particular quote is accurate, Hui-neng was engaging in a particularly Zen method of teaching, and his answer shouldn't be taken literally. He may have meant that if you really understand Buddhism, if you have attained the state in which there are no things such as a self, enlightenment or Buddhism, then you don't understand Buddhism.