To go out of the frying pan and into the fire is to get out of one difficult situation only to end up in another. Example: "I worked too hard on that last project. But on this new project I am working even harder!" Reply: "Out of the frying pan and into the fire."

We sometimes want so much to get out of one difficult situation that we end up jumping into another that is even worse, going out of the frying pan and into the fire. Example: "Her ex-boyfriend was terrible, but this new one is even worse!" Reply: "Out of the frying pan and into the fire."

"The frying pan" is a very hot place to be because it is over "the fire". In a difficult situation, the first thing we want to do is get out of that situation. Example: "They think they work hard now. Wait and see how much harder they have to work after they graduate." Reply: "Out of the frying pan and into the fire."