double entendre: An expression open to more than one interpretation, one of which is generally indelicate. See Wikipedia's entry.
This week's one:
A bloke walks into a pub and ask the barman for an entendre.
"Will that be a single or a double?" asks the barman.
"I might as well have a double," says our hero.
To which the barman replies "In that case I'll fill her up with a really big one."