What does 'keep your wig on' mean?

[Danny]

English Idioms and Expressions, Intermediate level

ESL/EFL Test #20 "English Idioms and Phrases", question 8

Just keep your wig on. Everything is going to be alright, okay?

(a) hold your wig so it won't fall off
(b) get another hair cut
(c) calm down
(d) throw a fit

English Idioms and Expressions, Intermediate level

ESL/EFL Test #20 "English Idioms and Phrases", answer 8

Just calm down. Everything is going to be alright, okay?

Correct answer: (c) calm down
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what means keep your wig on?

Danny

[Yankee]

What does 'keep your wig on' mean?

It means 'calm down' -- but I don't believe I've ever actually heard this idiom used. In American English you might say 'keep your shirt on' to mean the same thing.
http://dictionary.reference.com/search?q=keep+(one's)+shirt+on&r=66