(20:45 on Tue 24/Jan/06)This is true, Pigs don't have sweat glands, which is one reason they roll in mud, to keep cool, another way they have of keeping cool, is to increase their rate of breathing (Panting), as for the saying, afraid I don't know.
(22:08 on Tue 24/Jan/06)I suspect it comes from when a pig is roast (and whole pigs used to be spit roast on festive occasions) and the melted fat oozed from the body
(18:43 on Wed 25/Jan/06)Or maybe it from the old past-time of when a pig was covered in grease and chased through the village by young men who would attemt to capture it with rugby-style tacles..