Literal translation for this proverb would be: “Running away from the rain and falling into water”.

In the rain, people get wet and in the water, the same thing happens. Not all of the Haitian people like to be out in the rain. Some get sick after being the rain, and some just do not like the sensation. For that, people tend to run away when it begins to rain, if they are in a position where they can get wet.

Haitian people say this proverb when somebody is trying to escape from a difficult situation and fall into a more difficult one.
This proverb also teaches us to be wise and cautious when we are in a difficult situation and have to make a decision to avoid putting ourselves in a more difficult one.