set up housekeeping

[iemmahu]

A conversation from a fiction:

" 'Your name’s in the paper every bloody day over this baby thing, so I won’t ask what you’ve been up to.' When Dancer didn’t answer, Paul probed him: 'Has it been rough, the dogs yapping at your heels?'

'Tearing flesh off the bones is more like it.' Dancer looked up at the clear sky and took in a gulp of salty air, adding cheerfully: 'But they can’t get me out here, mate, can they? I should have thought of it sooner.'

'Do you plan to set up housekeeping?'

Dancer grinned the way Paul remembered the gawky kid with the long legs had when he’d managed a fancy rollover. 'Just setting myself up for a big day. I made it out here, so the rest can’t be too much harder.' "

Dancer is a laywer, and his client is involved in a murdering case, so the media surrounds Dancer's house around the clock. ("the dogs yapping at your heels")
The conversation is between Dancer and his surfing mantor, Paul.
I know what "set up housekeeping" means, but I can't make any sense of it being used in this passeage. Please help me out. Thanks a lot.

[konungursvia]

It could mean "initiate a cleansing operation" or an assassination; or just a public relations campaign. It's not certain without knowing the context even better.