When the going gets tough....... What happens again?

During one of my work induced zone outs, I became befuddled at the meaning of this old saying: "When the going gets tough, the tough get going".
What was the going they were speaking of? The ability to retreat? And where do the tough go?

And what does this guy have to do with it?

My rough translation started out as "When it becomes hard to leave, the strong people retreat”, which I quickly dismissed, as that saying would seem rather pointless, and somewhat capitulatory.
Luckily my wife understands language better than me (or should I say I?), and set me straight. It’s not a saying that tells you to cut and run while the opportunity still presents itself (perhaps the saying I had in mind was ‘get while the getting’s good’), but rather a more uplifting saying about true toughness being a resilience which makes itself know during hard times.
Using the Wikipedia entry I was able to mash it into a more direct statement, ignoring those ambiguous terms that make it such a pithy saying, but also a potentially ambiguous one. In the end I had this one:
“When the situation becomes difficult, people who are strong or enduring become fully engaged”
Not as catchy as the original, but at least it is direct.

Interesting sidenote here: one possible origin for this saying goes back to Joseph P. Kennedy, father of JFK. One gets the feeling that if he had been assassinated we might be referring to him as the three lettered JPK, like we call his sons JFK and RFK; instead I remember him as a possible anti-Semite……