This joke is from the collection of PJs that I get mostly by forwarded mails or word of mouth. Many of the PJs have Indian specific orientation, and some of them are in Hindi.
Due to the nature of the PJ there is always a context in which it can be enjoyed. For the rest of us who are not in the right context there is a translation and context section below the joke. Who have missed the fun part do read that section for additional information.