I refuse to join any club that would....

...have me as a member.

See also:

"One morning I shot an elephant in my pyjamas. How he got into my pyjamas I'll never know"

"I didn't like the play, but then I saw it under adverse conditions: The curtain was up"

"Before I speak, I have something important to say"

And so forth...

Gotta love Groucho.