The "no comprendo" is Spanish with a Mexican accent. Back in 1983, the band Wall Of Voodoo, was a Los Angeles New Wave band that was the music critics darlings. But alas, Wall Of Voodoo, were to have very little commercial success on the charts, with "Mexican Radio" reaching up into the Top 50 of the Billboard HOT 100 charts. But "Mexican Radio" is still fondly remembered by a lot of New Wave audiences with it's classic vocals by lead singer, Stan Ridgeway, and it still gets a lot of airplay on several radio stations across the country that have retro New Wave shows or play that kind of music (two of my favorites to play the tune are Atlanta GA's 99X and Victoria, BC's 100.3 The Q! -- and several later artists were influenced by Wall Of Voodoo's sound on "Mexican Radio" including R.E.M.). "Besides the second verse with it's "no comprendo" line, as written here, you can also here on the recording and on the video (that got a lot of airplay back in 1983 on MTV) a Mexican sounding dj that is an actual one-time dj, Stan Ridgeway. New Wave audiences and critics a like still love the line from the song that Ridgeway sings of, "I wish I was in Tijuana eating barbequed iguana."

"No comprendes" means don't understand in spanish.