The Burglar
A burglar broke into a house one night. He shined his flashlight around, looking for valuables, and when he picked up a CD player to place in his sack, a strange, disembodied voice echoed from the dark saying, "Jesus is watching you."
He nearly jumped out of his skin, clicked his flashlight out, and froze. When he heard nothing more after a bit, he shook his head, then clicked the light on and began searching for more valuables.
Just as he pulled the stereo out so he could disconnect the wires, clear as a bell he heard, "Jesus is watching you."
Freaked out, he shone his light around frantically, looking for the source of the voice. Finally, in the corner of the room, his flashlight beam came to rest on a parrot.
"Did you say that?" He hissed at the parrot.
"Yep," the parrot confessed, and then squawked, "I'm just trying to warn you."
The burglar relaxed. "Warn me, huh? Who in the world are you?"
"Moses," replied the bird.
"Moses?" the burglar laughed. "What kind of people would name a bird Moses?"
"The kind of people that would name a Rottweiler, Jesus."