You could say "Vi tar av oss våra skor", but it is not necessary, since it is implicit that it is ones own's shoes that is being taken off. I can also tell another person to take of his/her/your shoes: Ta av dig skorna (also a famous swedish song by Povel Ramel) - it would feel 'too much' to point out that it is 'your shoes' - Ta av dig dina skor - even if it is possible. It is mostly if you want to point out that it is 'your own' shoes you should take off, not e.g. your daughter's or friend's shoes.
After doing a quick Google search, I found the joke in its entirety ( http://www.ba-bamail.com/content.aspx?emailid=20513 ).