What he said.
Though I also don't understand why Obama won the Peace Prize, I don't get this comic. I guess the implication is that he's been more detrimental to the cause of peace than an unstable nuke-wielding dictator... which seems like a stretch even by comedic standards. If you have some specific transgression in mind, it couldn't hurt to remind your reader of it: e.g., Obama could tell the MC, "You realize you're talking to the guy who [did whatever it is]."
My other criticism is that the second panel is too wordy. Both ideas are funny, but pick one and go with it. Leave it at "Am I being Punked?" It means the same thing and keeps the quickness that's essential to good comedy.
I can't decide whether to use wiguneal or kaddar's "28" to represent Obama. 28 is funnier, but Neal is actually a halfway decent likeness.
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The what mentioned above is total fiction. Please don't take it seriously!