Jerome Gambit Joke

The FiDi Kids Chess Class page (lots of fun!) on Facebook ("The FiDi Kids Chess Class is a way for children to learn and expand on their chess knowledge.") had the following joke:

A man was walking in the park when he saw a boy playing chess with his dog. 
He declared, "Geez, that's a smart dog you have!" 
And the boy replied, "Not really, He keeps playing the Jerome Gambit."