D.L. Hughley -- My Rule For Cheating -- Don't Get F**king Caught

D.L. Hughley has a simple piece of advice for Katharine McPhee or anybody else who wants to screw around outside of their marriage ... " just don't get f**king caught."

Or ... don't get caught f**king.

We saw D.L. in NY and asked him to educate us in the art of infidelity ... and even though he told us he won't be needing his own advice ... he was happy to share the golden rule of cheating.

In the clip .... he also says it's important that everybody keep a few deep, dark secrets to themselves. And then he spills a secret he's keeping from his wife.