"Three convicts were on" joke

Three convicts were on the way to prison. They were
each allowed to take one item with them to help them occupy
their time while incarcerated. On the bus, one turned to
another and said, "So, what did you bring?" The second
convict pulled out a box of paints and stated that he
intended to paint anything he could. He wanted to become
the "Grandma Moses of Jail". Then he asked the first, "What
did you bring?" The first convict pulled out a deck of cards
and grinned and said, "I brought cards. I can play poker,
solitaire and gin, and any number of games." The third convict,
who was a Vol fan, was sitting quietly aside, grinning to himself. The
other two took notice and asked, "Why are you so smug? What
did you bring?" The guy pulled out a box of tampons and smiled. He
said "I brought these."
The other two were puzzled and asked - "What can you do with
those?" He grinned and pointed to the box and said - "Well
according to the box, I can go horseback riding, swimming,
roller-skating...."