Bismillah.
Narrated Jabir bin 'Abdullah (radiallaahu `anhu):
When the Ka'ba was built, the Prophet (sallallaahu `alayhi wasallam) and Abbas (radiallaahu `anhu) went to bring stones (for its construction). Al Abbas (radiallaahu `anhu) said to the Prophet (sallallaahu `alayhi wasallam), "Take off your waist sheet and put it on your neck." (When the Prophet (sallallaahu `alayhi wasallam) took it off) he fell on the ground with his eyes open towards the sky and said, "Give me my waist sheet." And he covered himself with it.
It's sort of funny, and cute. Prophet (sallallaahu `alayhi wasallam) was so modest and shy, SubhanAllah! Women even have so much to learn from him!
Taken from: http://ilookilisten.wordpress.com/2013/02/05/hayaa-hadith-no-1352/