For his new TV series, Jesse James has already broken two ribs, his elbow, and was literally set on fire. Now he tells ET that he doesn't have a death wish!

"I think death wish is the guy that wants to bury himself under 10,000 pounds of dirt in, like, a Plexiglas casket," says the star of "Jesse James is a Dead Man." "That's just dumb. Being an adrenaline junkie is just racing and going fast and doing stuff that could kill you .A lot of people get killed doing it, but here we're putting the danger right out in the open."

The "Monster Garage" host says that his new series is not a stunt show, but it is about adventures and challenges -- and that wife Sandra Bullock is supportive.

"She totally encourages me and tells me every day when I go to work, 'Break a leg.' As long as I come home safe, she is cool. If I have to go to the hospital, she is not so cool," admits the modern-day daredevil, who says he began by jumping off the roof of his house onto a mattress when he was only 11 or 12.

Some of the dangerous challenges Jesse will be facing in this 10-episode series include the grueling off-road race better known as the Baja 500, hitting more than 200 mph on a Nitro bike supercharged by ultra-combustible nitro-methane fuel and braving harsh Arctic weather conditions by riding a motorcycle in minus-60 degree temperature across the infamous Ice Highway that connects the small towns of Inuvik and Aklavik.

"There is some stuff that is pretty nuts, even by my standards," he says. "I have different levels of fear that I will push myself. This is not like 'Fear Factor,' where you eat bugs or fall in the water. This is skills. You have to learn stuff and perform at it. It is pretty dangerous."

"Jesse James is a Dead Man" premieres Sunday, May 31 at 10 p.m. on Spike TV.