Luckily for penguins that rule does not apply. Penguins have little to no access to fresh water and ingest salt water from the ocean while they are eating fish. To prevent them from getting dehydrated they have special salt glands located behind their eyes that can filter out the excess salt from their bloodstream. The salt then drips down their beak and drips out the nares (nostrils). As the penguins exhale or shake their heads the salt flies out. It sort of looks like they are sneezing, but they are actually expelling salt.
The next time you are at the Aquarium watch the penguins closely, especially after they have eaten, to see if you can see them expelling the salt. In the mean time check out this video of some of our penguins demonstrating the "salt sneeze."