It implies that Mycroft has something (the power of the British government?) or knows something to order Sherlock.
Sherlock's answer implies that he believes that it won't work, whatever it is Mycroft refers to.

I always hear a bit of humorous subtext here. Mr Gatiss talking to his actor: I can make you do whatever I want.

nicbooful wrote:

I've always seen that line as a glimpse of their childhood with Mycroft playing the parent role. I know when my kids wont do as they're told I will say ' I'm not asking, I'm telling you to do it'. This is the same kind of thing Mycroft is doing x

I think I agree with that one, too. Somewhere you get the idea that he's the "father figure" in Sherlock's life....I can totally see that--I have three younger siblings and a five year old daughter.

At Comic Con they said there will be more about Mycroft in the new series. Maybe also a glimpse of the past? 

Swanpride wrote:

Well, Mycroft ususally gets what he wants...and despite Sherlock's "I would like to see you trying", Sherlock just can't resist a good riddle.
Though I'm wondering...Mycroft should be interlligent enough to figure this out by himself. Perhaps that was a feeble attempt to keep Sherlock away from the Bomber by distracting him with something else?

He is intelligent enough, but he didn't want to do the "legwork".  In the canon, it's obvious that he is much smarter than Sherlock, but also much lazier.