This is from the firstname.lastname@example.org mailing list.
My SO found this in the July 1990 Reader's Digest: [Ed: I heard it much prior to that, though]
An MG Midget pulled alongside a Rolls-Royce at a traffic light. "Do you have a car phone?" its driver asked the guy in the Rolls.
"Of course I do," replied the haughty deluxe-car driver.
"Well, do you have a fax machine?"
The driver in the Rolls sighed. "I have that too."
"Then do you have a double bed in the back?" the Midget driver wanted to know.
Ashen-faced, the Rolls driver sped off. That afternoon, he had a mechanic install a double bed in his auto.
A week later, the Rolls driver passes the same MG Midget, which is parked on the side of the road--back windows fogged up and steam pouring out. The arrogant driver pulls over, gets out of the Rolls and bangs on the Midget's back window until the driver sticks his head out. "I want you to know that I had a double bed installed," brags the Rolls driver.
The Midget driver is unimpressed. "You got me out of the shower to tell me that?"
(--Quoted by David Greason, New York Times News Service)