The police precinct captain had been ordered to raid the local bordello, something which was an embarrassment to him and his men, for they patronized it themselves on occasion and were friendly with the madam. 

The captain therefore rang up the establishment and found that all the girls, and the madam too, were off on a picnic and that the place was closed.

There was only the cleaning lady to answer the phone. 

"Listen," said the captain, "pass on this message because it won't be safe to call again. Tell the madam that tomorrow we've got to stage a surprise raid on the place. When we come, however, we'll honk the horn, go round the block, honk the horn, go round the block, honk the horn, then go round the block a third time, and then we'll come dashing in. But by that time, we want everyone safely out of the place. You understand?" 

The cleaning lady said she did, but of course she didn't, and the madam never received the message.

The next day it was business as usual at the establishment. 

The police, blissfully unaware of the slip in their plan, arrived, honked, circled, honked, circled, honked, circled, and then charged in.

As they dashed up the stairs with the captain at the head, they collided with two nude girls who were hastening down the stairs with a mattress between them. 

The captain roared, "What the devil are you two girls doing?" 

"Don't blame us," cried one of the girls indignantly. "Some jerk outside is honking for curb service."