Damsel in distress

Ann, Doug and a very-pregnant Holly were swimming at the pool by Ann's house.  Doug was actually sitting in the lounge chair while Ann and Holly were in the pool.  We could hear the traffic go by on the other side of the brick fence which enclosed the pool.

Ann (to Holly):  "Wow, those cars are really close to us.  What if one of those cars crashed through that brick wall and drove into the pool.  Who do you think Doug would save first, you or me?"

Doug and Holly look at each other in disbelief.

Ann:  "Well, he'd probably save you...because you're pregnant."

Square peg, round hole

We were sitting in church listening to the pastor talk about the upcoming men's retreat, which would include a camp-out, four-wheeler obstacle course and the like.  They would also be giving away a 12 gauge shotgun.

Ann:  "Oh, wow, I'd really like to have that [gun]..."

Holly looks at Ann, clueless as to why she would like to have a 12 gauge shotgun and unsure as to whether she understands that she would have to attend a men's retreat to win it.
Holly:  "They're talking about a men's retreat."

Ann:  [shaking her head "yes"] "I know, I know.  I wouldn't fit in."