The 71-year-old comedian describes how he received the diagnosis in a new programme in which he looks at customs and beliefs surrounding death.He says how the week began with him getting a hearing aid and being prescribed pills for heartburn.In the documentary, the Scottish star explains: "It was a funny week I had. On the Monday I got hearing aids, on the Tuesday I got pills for heartburn which I have to take all the time."And on the Wednesday I got news that I had prostate cancer and Parkinson's disease."They told me on the phone, they said, 'look we've had the result and it's cancer.'"And I said, 'oh nobody's ever said that to me before'."He said how his wife Pamela embraced him on hearing the devastating news.Connolly has since been given the all-clear from prostate cancer after treatment.The comedian also dismissed a claim that the drugs that he had to take for Parkinson's caused on-stage memory loss in Belfast last year."Oh that was bulls***! It makes me so angry," he said."I've lost my train of thought all (through) my career! It's what makes me different from everybody else - 'Where was I, what was I saying?"'He added: "I just ramble off and come back ages later."Connolly said that he now uses notebooks to improve his memory."I've put myself on a strict regime of crossword books. They remind me of everything. I have to train my memory," he said"I've got a notebook with all the words I tend to forget. It's the same ones cropping up again and again."Connolly explores the last taboo in the two-part documentary 'Billy Connolly's Big Send off' and candidly shares his thoughts on his own death, how he would like to go, as well as how he would like to be remembered."I don't think I want a resting place. I want to be scattered to the wind," he explains."Actually, I'd like to think we could have the coffin in a hearse, empty. And the real me being buried somewhere by pals, quietly, with a tree on top of me."The first part of Billy Connolly's Big Send Off airs on 7 May on UTV.