LORELAI: Why are you here?
CHRISTOPHER: You’re gonna force me to lawyer up, officer.
In the US, to “lawyer up” is an informal phrase meaning to exercise your right to have legal representation while answering a police officer’s questions.
Christopher is telling Lorelai to back off on asking him questions about why he is there (even though that’s surely a reasonable thing to ask, given the circumstances).
The Annotated Gilmore Girls 