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Assuming you're talking about John Pershing, he was never stationed in the Middle East. The story your thinking of is about him putting down a Muslim insurgency in the Phillipines during our occupation of that country following the Spanish American War.
It is generally considered apocryphal though for a couple reasons. There is not evidence that the events happened. Also, Muslims do not believe that they will be barred from heaven for having having been touched by a pig or pig's blood. So the tactic wouldn't work even if tried.
There was an email glurge thing with this story back shortly after 9/11 so I'm sure there are details at Snopes.
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