The phrasing is "cannot be affected, but can affect themselves" meaning they can self-heal and buff etc, but they can't be externally healed or harmed, or harm and help others
@Jay Leon Hart
Kerensky: this has nothing to do with underwear
Zwillinger: I put on my robe and wizard hat...
Synapse: I had to resist starting my last post off with "Yo dawg!"
But will a boss or whatever hurt himself with the full brunt of his attack?
No, it doesn't say that so it doesn't do that. Effectively, the don't take part in the fight for however long it lasts.
@Jay Leon Hart
Kerensky: this has nothing to do with underwear
Zwillinger: I put on my robe and wizard hat...
Synapse: I had to resist starting my last post off with "Yo dawg!"
It's a nice panic button to have, even if it does mean you can't attack them. 
Whats the deal with this, enemies cnt be harmed, but can harm themselves, this mean that if i do it to a hench boss, he will massacre himself? even with melee attacks?