Help me understand this joke?

I’m just not getting it…

“A cowboy is riding across the plains of the Old West, when he is captured by Indians. The tribe puts him on trial for crimes against the Indian Nation, and he is found guilty.

``You have been sentenced to death,’’ said the Chief, ``but, as is our custom, you have three wishes to make as your last requests.’’

The cowboy thought for a minute and said, ``Well, for my first wish, I’ll need my horse.’’

``Give him his horse,’’ said the Chief.

The cowboy whispered something into the horse’s ear, and the horse took off like a shot across the prairie. Twenty minutes later, the horse returned with a beautiful blonde woman on its back. The cowboy looked at this, shrugged his shoulders, and helped the young lady off the horse. He then took her into the woods…

``Second wish,’’ said the Chief.

``I’ll need my horse again,’’ said the cowboy.

``Give him his horse,’’ said the Chief.

Once again, the cowboy whispered into the horse’s ear, and once again the horse rode off over the prairie. Thirty minutes later, the horse returned with a beautiful red-head on its back.

The cowboy looked up and shrugged, helped the young lady off the horse, and went into the woods…

``This is your last wish,’’ said the Chief, ``make it a good one.’’

``I’ll need my horse again.’’

``Give him his horse,’’ said the Chief.

The cowboy grabbed each side of the horse’s head and put his face right up to the horse’s.

``Look, it’s POSSE, ok, POSSE!!!’’