Here are some possibilities and what they mean:
* "Cook a rat." This is a sarcastic expression used to imply someone is doing something pointless or useless. It's similar to saying "you're chasing your tail."
* "Cook a rabbit." This phrase could be used in a similar way to "cook a rat" or it could refer to a specific recipe.
* "Don't cook the goose that lays the golden eggs." This proverb means don't be greedy or destroy something that is valuable to you for short-term gain.
If you can remember more context about where you heard the phrase, it might be easier to figure out what it actually means.