Back when Josie first met Nelson, she thought it was a pretty hot idea, that Nel used to go to the strip clubs. She thought it was daring and sexy and outgoing. She never understood why he couldn't take her seriously when she tried to act that way for him.
Looking back, Josie realizes that Nelson was quite the drunk, and that he went to clubs because he could pay women to talk to him, to be nice to him. Josie tried to talk to him and be nice to him. But she would never be Tyra Banks in a bikini... so she wasn't to be taken seriously as a sexual being.
Watching an HBO special on lap-dancing, she remembered how mixed up she's always felt about strippers -- on the one hand, lots of attention because a sexual man is putty in your hands. On the other? It can be demeaning. Power is worth only as much as you are willing to pay, to get it. Respect goes only as far as one is willing to remain respectable. We girls want the attention but sometimes the price can just be too high.
All in all, Josie is just disappointed in Nelson for being such a weak and maladjusted human being. She's disappointed in herself for settling for him, and also for not sticking up for herself when she should have.