This quote comes as Henry David Thoreau is being served with a notice of tax evasion. Henry has come into town from Walden to have his shoe repaired, and Sam Staples, the constable, stops him and gives him the notice. Henry slowly becomes angry, demanding to know why he should financially support a government whose policies and actions he disagrees. As he grows more and more furious, a crowd gathers, and Henry uses the opportunity to explain some of his philosophies:

ANOTHER VOICE: Lawbreaker!

HENRY: What law ever made men free? Men have got to make the law free! And if a law is wrong, by Heaven, it's the duty of a man to stand up and say so. [...]

FARMER: That's revolution!

HENRY: Yes, sir, that's revolution! What do you think happened at Concord Bridge? A prayer meeting?
(Lawrence and Lee, The Night Thoreau Spent in Jail, Google Books)

Thoreau is referring to the Battle of Concord in the U.S. Revolutionary War; Colonialist troops successfully held the Old North Bridge in Concord against a greater number of British troops. His smaller point is that revolution against an unjust government is not only moral, but required of moral men. His larger point is that he does not feel that a supposedly-free government has the right to demand support from its citizenry when its actions are morally indefensible; Thoreau used his unpaid taxes as a passive indictment of the Mexican-American War. In his view, the government cannot morally ask to be supported when its actions are immoral; revolution then becomes a moral stance, even when the status quo is that of support. For Thoreau to pay his taxes would be to abandon his philosophy, and he viewed that as impossible for a man with specific moral ideals.