Other mistake: In Gene Kelly's 'Singing in the Rain' sequence, the taps he makes do not match up with the actual movements of his feet - they are much more complicated than the steps he makes. Since one can't tap dance in wet loafers, Kelly had to do the dance in the studio, and the taps were added into the picture. He apparently got a little overzealous.
Other mistake: Don, Lena, and crew have a nearly impossible time when starting to shoot "The Dueling Cavalier" as a talkie. But, before that, we see a different group shooting the complex, Zigfeld-esque "Beautiful Girl" number for another picture with no problems at all.
Answer: The line is "... no one would come and see me jump off the Woolworth Building into a damp rag."
Myridon