I didn't quite understand his question the way you did as being about a specific idiom.

Hmm... doing something stupid.... the only thing that comes to mind off hand is "to cut off your nose to spite your face" but that's not really being heroic.






Though the heroic part reminds me of a bad joke I heard:

There were two guys in a mental institution. Bob tried to commit suicide by throwing himself into the pool, but Joe jumped in to save him.

When the authorities heard what Joe had done they decided that he should be released for showing such heroism and good sense.

They went to tell him, but they had bad news to deliver at the same time.

"Joe, since you saved Bob from committing suicide, we're going to let you go home. But the bad news is Bob did wind up killing himself, afterall."

"What happened?" Joe asked. "I haven't seen him since I hung him up to dry."