"Yeah," the guard replied dryly, "after we've shot you."
The anecdote still makes Taylor laugh, nearly 50 years later. It made me laugh too, one of many amusing stories in Taylor's biography Prison Break, which he wrote with the help of journalist and author Kelly Dennett.
As a crime writer for the Herald, I've talked with Taylor on and off for years and many of these capers are very familiar to me. But his life, when read in black-and-white over 295 pages, truly has a remarkable narrative arc in New Zealand's criminal underworld.
There are some rollicking yarns in there, as you would expect from someone with more than 150 convictions and the moniker of New Zealand's most colourful career criminal.
Bank robberies, clever frauds, sieges surrounded by armed police, solitary confinement in the country's toughest prison, as well as daring prison escapes; there's enough action for any adrenalin junkie.
Sadly, there are plenty of inmates with similar rap sheets, or far worse. He talks about his interactions with some of them, including some of New Zealand's most notorious convicted killers like Mark Lundy, Scott Watson and Graeme Burton. I won't spoil the opinions he shares on their guilt or innocence …
But what makes Taylor so different, and his life story so interesting, is his evolution as a "bush lawyer" from inside the prison system. He started by defending himself on various criminal charges, some more successfully than others, to be frank, although one senior detective once told me his cross-examination at the hands of Taylor was the hardest he'd endured.
Over time, Taylor turned his attention to fighting for the rights of prisoners, winning some significant legal battles including the successful prosecution of a lying "prison snitch" for perjury.
Some readers will cynically dismiss his achievements as nothing more than Taylor, now in his 60s, being a thorn in the side of Corrections in order to inflate his ego and maintain his celebrity criminal status.
To do so would be to ignore some of the shameful treatment of our prison population who, Taylor forcefully explains, need to stay connected to their communities if we ever want them to join society in a positive way.
And we wonder why our rates of re-offending remain so high. As for Taylor's own criminal record, Prison Break offers little in the way of remorse or self-reflection but does give an insight into how he got started.
Taken away from his parents and put into the notorious Epuni Boys' Home for the grand crime of school truancy, Taylor has no doubt this traumatic experience set him on the wrong path, like so many other young men in the 1960s and 70s.
So who is Arthur Taylor (or any of his many aliases)?
Colourful character or manipulative career criminal? Victim or offender? Prisoner advocate or pain in the arse? If writing about crime has taught me anything, it's that the justice system is complicated. Nothing is ever black and white, but Prison Break has explored Taylor's shades of grey in a very colourful way.