"Didn't do nothing" in and of itself isn't improper. It's only improper in English grammar if what you mean is "didn't do anything." However, if what you mean is that you actually did something, that you didn't fail to act, then "didn't do nothing" is proper.
When someone says "didn't do nothing" to mean "didn't do anything," they are employing a double-negative. In English, double negatives reverse the original negative and make the overall meaning positive. In other languages, like Spanish and other romance languages, it doesn't but instead intensifies the negative the meaning. A couple of hundred years ago, it was that way in English, too, but English language conventions and grammar changed so that double negatives now reverse the negative into a positive rather than intensify the negative. Nevertheless, some people still employ double-negatives intending a negative meaning rather than a positive, but that isn't fit for formal communication.