Clemens is obviouslylying about not taking steroids. But either because he's delusional or because he feels he's in too deep and has no choice but to keep the lie going he's now questioning the no-brainer dismissal of his defamation suit.
This is why one shouldn't lie - because the only way to keep it up is to act like someone who wasn't lying. But someone who wasn't lying would be outraged by the accusations and would sue for defamation. And pursue every possible avenue to clear his name. So Clemens has to go through the motions of this indefinitely because that's what he'd do if he weren't lying.
It's a cross between OJ's plan to find the real killers and a day in the life of George Costanza.
Let's hope he keeps it going for our sake.