This claim has already been rejected by Mediaite, the Washington Times, and Business Insdier. Although it is true that Sebelius doesn't have to enter the exchange because she already has coverage, there is nothing stopping her from dropping her federal coverage and entering the exchange voluntarily.

http://www.youtube.com/watch?v=lurIFf3dt6s

Sebelius later said she would "gladly enter the exchange" if she didn't already have insurance through her federal plan. Perhaps it's time for a new law giving her the opportunity.