Translation:Don't be sad!
Yes, this is the only way to say, "Don't be sad," (to multiple people). "Don't make yourselves sad," is a literal translation and if a Klingon wanted actually say, "Don't make yourselves sad," they would have to use this same sentence. But the sentence is also used for the more simple implication of not allowing sadness to overtake them. Context would probably clear up which was meant. In any case, I've added the more literal interpretations to the list of accepted translations.
Klingon for the Galactic Traveller has this:
Generally, when a verb describing a state of being (for example, tuj ["be hot"]) is used in the imperative form, the suffixes -'egh (reflexive suffix) and -moH ("cause") are used as well: yItuj'eghmoH! ("Heat yourself!"---that is, "Cause yourself to be hot!"), yItaD'eghmoH! ("Freeze yourself!"---that is, "Cause yourself to be frozen!").