Fat Woman and Bricks

Listen up, you uncultured swine. This joke is about how two things can be connected by a similar action that can be taken upon them. In this case, it's a 'fat woman' and 'bricks' both being 'laid' by Mexicans. This uses a double entendre for the word 'laid', as bricks are physically laid, while women in this case are also being laid. It plays on a nasty stereotype.