It drives me nuts!

So my new favorite joke of all time: (Discovered on lawschoolnumbers.com of all places...)

A pirate walks into a bar with a steering wheel hanging out of his pants. The bartender looks at him and asks, "You there! What is that hanging out of your pants?"
The pirate responds, "ARRRGGGH, it drives me nuts!"

Which is not NEARLY as funny as Sarah's response to my joke:

"ummm i don't get the joke. sorry to be a critical audience but why would he have a steering wheel in his pants and why is it funny that it is driving him nuts? wouldn't that be obvious? i think i have no sense of humor... :-("