I suspect this could be the one you want.

Transcribed from a sound sample at CDNOW.

SHE TICKLES ME

She pulled down all the window shades so no one couldn't see.
She crammed a rag in the keyhole, and boy! that tickled me.
I asked her would she marry; I'm tired of going free.
And then she turned the lights all out, and gosh! that tickled me.

[As recorded by the Dixon Brothers and available on "The Dixon Brothers, Vol. 2: 1937," Document CD 8047, 2001; also recorded by the New Lost City Ramblers on "40 Years Of Concert Recordings," Rounder CD 10481, 2001.]