When he let Babadi turn him Majin.
Babidi, son of Bibidi, has come to earth to revive his father's horrific creation: Majin Buu. Goku and Vegeta go out to put an end to this at the behest of the Supreme Kai, who is basically like the Super God of the universe (the regular God being a small green boy). Just like with Cell, despite warnings that Majin Buu will destroy the galaxy if freed, Vegeta lets Babadi take control of his mind, corrupting him into Majin Vegeta and allowing him to fight Goku on even grounds.
The energy caused from Goku and Vegeta's fight awakens Buu, who, just like Cell, wipes the floor with Vegeta's dumb ass.