The sarge walked out and yells, "Close up the ranks, conserve your body heat!"
So they close in slightly... The captain comes along with his swagger stick. He goes to the first soldier and whacks him right across the chest with it.

"DID THAT HURT?" he yells.

"No, Sir!" came the reply.

"Why not?"

"Because I'm a U.S. Marine, Sir!"

The captain is impressed, and walks on to the next man. He takes the stick and whacks the soldier right across the rear.

"Did THAT hurt?"

"No, Sir!"

"Why not?"

"Because I'm a U.S. Marine, Sir!"

Still extremely impressed, the captain walks to the third guy, and sees he has an enormous erection. Naturally, he gave his target a huge WHACK with the swagger stick.

"Did THAT hurt?"

"No, Sir!"

"Why not?"

"Because it belongs to the guy behind me, Sir!"