Click
http://www.word-detective.com/041899.html#burton
for a website which offers several possible explanations. It certainly thinks Tartanwizard's is most likely, but it does offer other possibilities. Certainly, its first appearance in print was in the '
New Statesman' magazine of August 1941. The Oxford English Dictionary, incidentally, says: "None of the colourful versions of the origin of the phrase is authenticated", so perhaps
none of the suggestions we've offered is correct!