Translation:Yes, I am a criminal and no, I do not go to jail!
When a judge tells a criminal in the courtroom his/her sentence, he says, "You are going to jail for ten years." When a person says, "I am going into the jail," it means he's standing right outside the jail door, and planning to go in through the door to the inside of the jail. If I say, "I am going to the jail," it means that I am going to the jail building, either to work there or to visit my husband, but not to stay in the jail for a punishment. (Just kidding about my husband :-) )