There is no answer Marty. The "joke" (if it can statutorily be called such) is in the question itself- the supposed humour lying in the suggestion that if tin whistles are made out of tin, fog horns should logically be made out of... fog. Hardly side splittingly funny I know, but that's it. What the drummer shouts is just "boom boom"- an exclamation traditionally used, in imitation of two beats of a bass drum, to signify to an audience that the joke's been delivered in its entirety- just in case there's any doubt.