The name is Josephine, and this was your idea in the first place.
6 seconds sound clip from the Some Like It Hot movie soundboard.
You can hear this line at 00:25:17 in the DVD version of the movie.
Quote context
[...]
- It is so drafty. They must be catching cold all the time.
- Will you quit stalling. We're gonna miss the train.
- I feel naked. I feel like everybody's staring at me.
- With those legs? Are you crazy? Now, come on.
- It's no use. We're not gonna get away with it, Joe.
- The name is Josephine, and this was your idea in the first place.
- I tell you, it's a whole different sex!
- What are you afraid of? Nobody's asking you to have a baby.
[...]