What people really mean when they say "Correct me if I'm wrong" is, "I'm about to say something that I'm pretty confident is correct, but I want you to jump in and tell me I'm right so that I can feel even better about myself." Of course, there's always the slim chance that they're actually open to being corrected, but that's usually not the case. So next time someone says this to you, just go ahead and agree with them - it'll save everyone a lot of time and energy.