I've never heard "No soap, radio" either.

But I did overhear a couple of girls telling a very long involved joke with a nonsense punchline when I was on a school trip. It was something to do with a woman visiting a doctor & getting paint for her bike instead of tablets, and was supposed to be really rude - the implication being that if you didn't get the joke you were square & boring. The girl they were telling it to agreed it was disgusting and they immediately asked her to explain it.

About an hour later I was told the same joke myself and was able to say, "I really don't get that! Can you explain it because I feel really stupid now?" Faced with such wide-eyed acting they relented & admitted it wasn't a dirty joke at all.

It works even better if you say, "I don't get it," with a skeptical raised eyebrow, thus implying that the joke must really suck if someone as hip as you doesn't get it.