This is an old classic in a modernistic guise. I thank the person from alt.humor.puns who sent me the premise to this. The very first Feghoot (No. I) has the same punchline.

The first man to reach Mars had barely crawled out of his spaceship when he was approached by a group of strange-looking creatures. They had faces covered with long green hair with eyes that looked like the headlights of a subway train. “Who are you?”, gasped the astronaut.

“We are the Furries,” they explained.

“Take me to your Leader”, said the astronaut.

Well, the leader looked just like all the other Furries, with one additional feature. Out of the top of his head grew a large hypodermic needle. “What are YOU called?” stammered the astronaut.

“I”, answered the Leader, “Am the Furrie with the Syringe on top.”