Jeff Dunham the early years?

I'm a Jeff Dunham fan. From Achmed to Bubba J, he pokes fun at every aspect of identity motivated people.
There is a story I heard though about his early days. I cannot confirm that it is true, but here goes.
Seems Jeff was scheduled to play a show in New Mexico. When the show bombed, He was stuck with out even so much as the money for a bus ticket home. Being young and enterprising though, he set off on foot for his parents home in Texas.
As he trudged across the south west, he happened to see a lone Indian on a horse tending a flock of sheep. Jeff decided to try his skills ,and maybe score at least a meal and a place to spend the night. He approached the herder, and after a few minutes of small talk, Jeff observed, "That's a sharp looking horse you have there, can he talk?"
Replied the Indian, "Horse no talk, horses no can speak..."
But Jeff continued, "hey there hoss, how's life? This here fella treat you good?"
And dang if the horse didn't reply, "Well sure, he treats me really well. He gives me a little grain every night, rubs me down regular, I have a nice corral to call home, and always plenty o grass to nibble on."
Well, the Indian sat there flabbergasted.
Jeff turned to the dog and said, " What about you, can you talk? Hows this old Indian treat you?"
The Indian said, "Dog no talk, dog no learn to speak..."
But just t that moment the dog rasped out, "Oh, this Indian treats me bad. he only gives me scraps from his dinner, throws stuff at me constantly, makes me run all day keeping the sheep. Its a terrible life, but I guess its better then being a stray."
The poor Indian was dumbfounded.
Jeff then asked, "What about the sheep? Can any of them talk?"
The Indian replied, "Sheep no talk, sheep no can... Sheep lie, sheep lie."

The Indian that told me this swears it true, everything but what the sheep said.