The parrot and the thief

Late one night, a burglar broke into a house that he thought was empty.  He stealthily crept through the lounge and was stopped dead in his tracks when he heard a loud voice clearly saying, 'Jesus is watching you!'

Silence returned to the house, so the burglar crept forward again.
'Jesus is watching you', the voice rang out again.

The thief stopped dead again. He was frightened out of his wits. Frantically, he looked all around. In a dark corner, he spotted a birdcage and in the cage was a parrot.

He asked the parrot, 'Was that you who said Jesus is watching me?'
'Yes', said the parrot.

The burglar breathed a heavy sigh of relief and asked the parrot: 'What's your name?' 
'Moses', said the bird.

'That's a silly name for a parrot, 'sneered the burglar. 'What kind of fool named you Moses?'
The parrot said, 'The same fool who named the Rottweiler Jesus.'