A kleptomaniac is someone that has an impulse control disorder with an irresistible urge to steal. 
The part where the doctor says "something you can take for that" can refer to consuming something, like a medication, to treat someone for something. The joke is in the doctor telling the kleptomaniac that that there's something that person "can take" as kleptomaniacs keep taking.
Doctor , Doctor , you ' ve got to help me . I think I ' m a kleptomaniac . - Don ' t worry . I think there ' s something you can take for that . Next .