안녕하세요~ You can say "What's that got to do with me?" (What has that got to do with me?). (Something or someone)랑 상관(관계) 없다 = have nothing to do with something or someone. >>>> This has nothing to do with me. 이건 나랑 아무 상관 없어. That has something to do with you. 그건 너랑 상관이 있어.

"How is that my problem?"어떻게 영어로 말해요.이렇게 쓰는 더 자연스러운거같아요.