Yoric, the doc is referring to a stress test, which is done to determine the strength of your heart. It involves running on an inclined treadmill, and for many out-of-shape people, it feels like you're going to pass out.
The doctor is just injecting a dose of healthy reality here: listening to whiny idiots is less painful than running around a track until you pass out. Besides, whiners never know they are whiners in the first place, as Dilbert just found out.
I think the doctor is being sarcastic. To the doctor, Dilbert is as annoying as the employees Dilbert finds annoying at his job. What goes around comes around.