He is refusing to recognize the courts jurisdiction over him, no surprise there, anyone could have seen that coming. He simply wont recognize the proceedings or cooperate with them, by doing this, no matter the outcome, he will forever be a martyr to his followers. They really cant beat him this way, he wins no matter what.
Did anyone really expect him to get up and defending himself like any other lawyer would? Warren Jeffs has very strong and fundamnetal religious beliefs, he doesnt see what he did, whatever it may be, as being wrong, according to his religion he did what his God commanded him to, really no different than what Jesus or any other religious zealot did in their own time and place, they simply do not recognize the powers that be and therefore they have no authority over them, locking them up or even killing them means nothing to them, it only makes them more powerful in the eyes of their followers because they were persecuted for their religious beliefs.