The quote comes from Stalin’s speech “К вопросам аграрной политики в СССР” (Concerning Agricultiral Policy in the USSR), delivered in December, 1929. The phrase he uses, “Снявши голову, по волосам не плачут.” is an idiomatic expression meaning that once you’ve gone too far or something bad has happened, there’s no sense worrying about a less significant thing that subsequently happens. In context, he’s using it with a trace of irony to refer to dekulakization. That is, as collectivization has already been started in the countryside, worrying about the consequences of delulakization (Getting rid of rich peasants, called kulaks) is absurd - collectivization is a more extreme step which renders the kulaks obsolete and unnecessary.