When someone dies and gets cremated, the ashes that result from cremation get put into a jar called an urn. Urn sounds like 'earn'. If someone earns something, it means they worked to get it. If you want something, you need to "earn" it, or work for it. This joke is playing on the word "urn" and its homophone "earn". 
If you want those ashes , you ' ll have to urn them .