This is the whole scene, that one quote doesn't do it justice.
Boone - That can't be a polar bear.
Sayid and Kate (at the same time) - It's a polar bear.
Shannon-Yeah, but polar bears don't usually live in a jungle.
Charlie-Spot on.
Sayid- Polar bears don't live near this far south.
Boone- This one does.
Sawyer-Did. It did.
Kate (to Sawyer re: the gun)-Where did that come from?
Sawyer-Probably bear village. How the hell would I know?
Kate- Not the bear, the gun.
Sawyer-I got if off one of the bodies.
Sayid-One of the bodies.
Sawyer-Yeah, one of the bodies.
Kate- People don't carry guns on planes.
Sawyer- They do if they're a U.S. Marshal, sweet cheeks. There was one on the plane.
Kate-How do you know that?
Sawyer-I saw a guy lying there with an ankle holster so I took the gun. I thought it might come in handy. Guess what? I just shot a bear.
Kate- So why do you think he's a Marshal?
Sawyer- Because he had a clip on badge. (He holds it up). I took that too, thought it was cool.
Sayid-I know who you are. You're the prisoner.
Sawyer- I'm the what?
Sayid-You found a gun on a U.S. Marshal? Yes, I believe you did. You knew who he was because you were the one he was bringing back to the States. Those handcuffs were on you. That's how you knew there was a gun.
Sawyer-Piss off.
Sayid- That's who you are you son-of-a-*****
Sawyer-You're as suspicious of me as I am of you.
Sayid-But you are the prisoner.
Sawyer-Fine, I'm the criminal. You're the terrorist. We can all play a part. (To Shannon) Who you want to be?