Also called “free-balling” or “free-buffing” for men and women respectively.
A couple of interesting theories from Urban Dictionary:
1. Named so because your junk is going in alone, and without support, much like a commando.
2. The term is theorized to be related to the much earlier term “going regimental”, which refers to wearing the kilt military style, that is, without underwear.
And one other little interesting tidbit: It also caught on to other countries such as Chile where they would say, “andar a lo gringo” which means to go about as the Americans.