Dalai Lama joke fail (but good try)

The Self Is No-Self

What's most important to understand about the skandhas is that they are empty. They are not qualities that an individual possesses, because there is no-self possessing them. This doctrine of no-self is called anatman or anatta.

Very basically, the Buddha taught that "you" are not an integral, autonomous entity. The individual self, or what we might call the ego, is more correctly thought of as a by-product of the skandhas.

On the surface, this appears to be a nihilistic teaching. But the Buddha taught that if we can see through the delusion of the small, individual self, we experience that which is not subject to birth and death.

http://buddhism.about.com/od/whatistheself/a/skandhasnoself.htm