from Snopes - A great joke...

An elderly Jew is on his deathbed and, much to his relatives' surprise, calls for a priest. When the priest arrives, the man declares, "I want to convert."

Confused, the priest asks, "Sir, why on earth would you want to become a Catholic when you've lived all your life a Jew?"

"Better one of them should die than one of us!" the man snaps.