I'm not sure how true this is, but from memory I beleave that both the russians and the americans used pens in space, not pencils, but it's a good funny joke, and I'm sure the meaning behind it is true.
When NASA first started sending up astronauts, they discovered that ball-point pens would not work in zero gravity. To combat this problem, NASA scientists spent a decade and $12 million developing a pen that writes in zero gravity, upside down, underwater, on almost any surface including glass and at temperatures ranging from below freezing to over 300C.
When confronted with the same problem, the Russians used a pencil.