A burglar was breaking into the house of an elderly couple when he heard some motion behind him. He shone his flashlight around the room and realized what he had heard was the rustling of a parrot in the corner. When the parrot saw him it squalked, "Jesus is watching you!"
The burglar didn't think anything of it and went about looking for valuable. Again, he heard the parrot warn, "Jesus is watching you!"
"Stupid bird." he muttered and went about his unseemly work.
A third time the parrot said, "Jesus is watching you!"
This time the burglar was so irritated by the noise the bird was making that he whipped around only to be stopped when the beam of his light landed on a huge doberman sitting beneath the parrot's cage. He froze, unsure of how to make his getaway.
The parrot flapped his wings, looked at the burglar and squalked, "Sick'em, Jesus."
...you see, it's funny because...and the dog... yeah...yeah.