It's referring to a popular nursery rhyme Parents often recite it, pointing to each toe on a child's foot: "This little pig went to market (pointing to the big toe), this little piggy went home (the next toe), this little piggy had roast beef, this little piggy had none, this little piggy (the smallest toe) cried "wee wee wee all the way home." That last one would be the "fifth piggy." So it just means that he was afraid like the small pig. Nothing profound, really. Sounds like he was joking. https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=2&cad=rja&ved=0CC4QtwIwAQ&url=http%3A%2F%2Fwww.youtube.com%2Fwatch%3Fv%3Dd_1KADmgsjs&ei=WeYzUs-ZN4v-8QSLhYGgDg&usg=AFQjCNEapfhY1LV7MAfRbMO7FSqrcR2NKg&bvm=bv.52164340,d.eWU

The 5th piggy= the most scared pig

I agree with Ryan, but to be a little more specific, the fifth little piggy was the one "who cried wee wee wee all the way home". This is a nursery rhyme that you say to very little children. You count the piggies on your fingers. My mother always used to run her fingers up under my armpit with the fifth little piggy, and tickle me until I squealed and wriggled away. If you have ever heard a piglet, a baby pig, or "little piggy" who is very scared, they cry out, or squeal like a baby. This is the noise the fifth piggy is making in the nursery rhyme, crying out in a high voice "wee wee wee wee". So to "run back to my office like the fifth little piggy" makes you imagine a little pig, or very young child, running home to safety, to mother, squealing with fright as they go.

It refers to a children's nursery rhyme. This may help you: http://en.wikipedia.org/wiki/This_Little_Piggy

I read this as something completely different, I am so sorry. Glad I didn't say anything, because that would have been embarrassing!