SMITH: We're willing to wipe the slate clean, give you a fresh start. And all that we're asking in return is your cooperation in bringing a known terrorist to justice.
NEO: Yeah… well that sounds like a really good deal, but I think I've got a better one. How 'bout… I give you the finger [pauses while he flips him the bird] and you give me my phone call.
Um, why is Neo giving his captors the finger? That seems a little aggressive, doesn't it? Well, Neo simply has faith in the system. He knows how things are supposed to work and doesn't expect to be denied his rights. Of course, he also doesn't expect to have his mouth sealed and a bug squirm into his bellybutton. Smith gives Neo his first taste of how the rules of the Matrix can be broken.
SWITCH: Listen to me, Coppertop. We don't have time for twenty questions. Right now there's only one rule. Our way, or the highway.
NEO: Fine. [Opens door and begins to leave the car.]
Well, if someone points a gun at you with their finger on the trigger no less (come on Switch, where'd you learn gun safety?) and asks you to take your shirt off, we'd suggest getting out of the car too. But in context, this is another example of Neo's rebellious attitude. Even when he is in contact with people he's been seeking out for years, as soon as they suggest that he has to play by their rules, he's ready to abandon them.
NEO: You're too fast.
MORPHEUS: Do you believe that my being stronger or faster has anything to do with my muscles in this place? You think that's air you're breathing now?
Morpheus is trying to show Neo that his physical ability, and ultimately his reality, is controlled by his mind. Neo perceives certain universal rules to be true: muscles allow you to move, breathing allows you to live. But he is inside of a program and if he can free his mind from how things are "supposed" to work, he can break and then transcend the system.
TRINITY: That is not true Cypher. [Morpheus] set us free.
CYPHER: Free? You call this free? All I do is what he tells me to do. If I got to choose between that and the Matrix, I choose the Matrix.
Cypher is actually a lot like Neo. He has a problem with authority. His main reason for wanting to be reinserted is his hatred for Morpheus. He can't stand that the person who 'tricked' him into taking the red pill gets to order him around all day. Of course, Cypher has been in the real world for nine years, you'd a thought he would have signed up for a job in Zion if the Nebuchadnezzar was really that bad. Maybe he's not too bright after all.
SMITH: In one life you're Thomas A. Anderson. Program writer for a respectable software company… Your other life is lived in computers where you go by the hacker alias "Neo" and are guilty of virtually every crime we have a law for.
It's easy to forget who Neo started out as (or at least who is residual self-image started out as). He is rebellious and curious by nature, unafraid of bending the rules to make money selling illegal information, or maybe just for the purpose of undermining authority and breaking the rules. Maybe this is why Neo excels in combat in the Matrix. His mind is used to looking for ways around the natural order of a system and exploiting rules for his own benefit.