That's far stupider than anything he said to her this week.
You need to read the whole story — it’s pretty funny.
It happened when she was on a state visit to the U.S. while the President’s father was in office. W and the Queen got into a fairly delightful discussion about the boots he was wearing, and she asked him good-naturedly if he was the black sheep of his family. Barbara B. interrupted the conversation just as it was getting interesting.
The Queen is not as stuffy as she appears in public.