Rope or Ox?

The man in the prison asked a new comer why he was sent there. The new comer answered: I am out of luck, I think. A few days ago I was walking in the street when I saw a piece of dirty rope. I thought nobody wanted it and so I picked it up and took it home.

But it is not against the law to pick up a piece of rope and take home!

I told you I had bad luck, didn't I? the man sighed, The trouble is that I didn't notice there was an ox at the other end of that rope.