Hi. 'We don't want ... on our heads' means 'we don't want to be responsible/to blame for it'. For example, a common idiom in English is 'on your head be it', which you would say to someone if they insist on doing something which you advise them not to do. 'On your head be it' means 'you will have to accept full responsibility for the consequences'. 'How about don't talk' is very colloquial. Think about it as an abbreviated version of, 'How about this: don't talk if you weren't there.' It's a bit difficult to explain the nuance, but it sounds a lot more aggressive or 'gangster' than 'how about no talking'. I Hope this makes sense, feel free to ask if not.