You need to sort out the chronological order of events.
- He told me something (e.g. he imparted some words of wisdom).
What happened after?
- He advised me to follow his indications.
Then what happened?
- I didn't pay any attention to his advice.
Thus the original sentence could read
He advised me  to do as he had said  but I didn't pay any attention to his advice.
The indications spoken by him were uttered before telling the speaker to follow the advice, which they chose to ignore anyway.
The past perfect is used to show that one event in the past happened before another event in the past. In the OP's example, the advice given  and the speaker's reluctance to listen  are both in the past, but the man's earlier utterances  occurred earlier, so the past perfect construction he had said is appropriate.