You may say things along the lines of "Sonna koto wo iwanaide kudasai."
日本語が分かりません (nihongo ga wakarimasen), which means "I don't understand Japanese".
わかりません in hiragana. You pronounce it like this: wa-ka-ri-ma-se-n. I'm Japanese!
'Ugokanaide,' or more strongly, 'ugoku na.'