Yang Jian was the regent(摄政王) of the last king of Northern Zhou(557-581). His wife advised him: "Northern Zhou is dying. Now it is as if you are riding on the back of a tiger. It will be dangerous to dismount(下马,下车) . You can do nothing but continue." Yang Jian thought this quite reasonable. Later, he founded the Sui Dynasty, and united China once more.
This idom is used as a metaphor1 meaning that one is in a difficult situation and cannot help but ontinue to pursue one's sourse.