没关系 Méi guānxì literally means "it is not connected/related to it" or "it has nothing to do with it." It is a very commonly used phrase meaning "don't worry about it," "it doesn't matter," "no worries," that kind of thing.
Another example of 关系 in a sentence is 'X 跟 Y 没(有)关系': "X has nothing to do with Y."
Apologies, I can’t type tones or characters but what about: Mei shir... meiyou shenme shir
(Edit now I can type characters: 没事儿 or 没有什么事儿 or simply 没事）