Here's another children's rhyme that mentions Michael Jackson:

Sham,sham,sham
I don't want to go hollywood
No more,more,more
there is a big fat Michel jackson
At my door,door,door
he'll grab me by the hips
Make me kiss his lips
I don't want to go hollywood
No more,more,more
-Anonymous on Sunday, November 19, 2000

http://www.streetplay.com/discus/
Streetplay.com Discussion: Girl Games: Singing: Silly songs, theme songs, etc.: Archive through November 27, 2000


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Here's a version of the same rhyme from the same person. This version mentions Rock & Roll singer Elvis {Presley}, although Anonymous spells that singer's name "Elves":

Sham,sham,sham
I don't want to go Tennisee
No more,more,more
there is a big fat Elves
at my door,door,door
He'll grab me by the wrist
Make me do the twist
I don't want to go Tennisee
No more,more,more
-Anonymous on Sunday, November 19, 2000


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That same poster shared what appears to be the most commonly found "contemporary" version of this rhyme- "I Don't Want To Go To Mexico". The "original" version of this rhyme is probably "I Don't Want To Go To Macy's."

Anonymous, November 19, 2000 noted that these were handclap rhymes.

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In the examples of this rhyme that I've heard, and that I've read online, "Sham Sham Sham" is usually given as "Shame Shame Shame."
"Shame Shame Shame" serves as both commentary and introduction to the actual rhyme.