In Clauses^x, Indirect questions^x, TOEFL^x

Rishonly wrote: A TOEFL book says "In a clause of indirect question, avoid using do,does, or did after the question word". For example, I didn't understand what did he say. -- (Wrong) I didn't understand what he said. (Correct) Does the rule imply that the...

A TOEFL book says "In a clause of indirect question, avoid using do,does, or did after the question word". For example, I didn't understand what did he say. -- (Wrong) I didn't understand what he said. (Correct) Does the rule imply that the word--do/does/did--shouldn't be used...