A copy of this book can be seen on the bed headboard bookshelf on the Ricardo’s bedroom set, its easy to spot behind Lucy in the I Love Lucy episode where she has pregnancy cravings and eats pistachio ice cream with hot fudge and sardines – which in reality was substituted  mash potatoes and gravy instead of the ice cream and fudge to make it easier for Lucille Ball.
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From Wikipedia:
Try and Stop Me (1944) was a best-selling book written by American publisher and writer Bennett Cerf and illustrated by artist Carl Rose. The first of a series of joke books compiled by Cerf, the founder of Random House publishers, Try and Stop Me sold over one million copies in the first two years of publication.

The book is mainly a compilation of anecdotes, urban legends, jokes, ghost stories, what Cerf calls “shaggy dog stories”, and profiles of news makers. Celebrities profiled by Cerf include Alexander Woollcott, Gertrude Stein, Robert Emmet Sherwood, Albert Einstein, Herbert Bayard Swope, Dorothy Thompson, Monty Woolley, George Gershwin, and Lucius Beebe.

Ref:

http://en.wikipedia.org/wiki/Try_and_Stop_Me_(book)