All I know about Diogenes is that he lived in a trash can and told Alexander to move because he was blocking the sun. What's this story you're referring to?
When Diogenes was asked which wine tasted the best, he replied: "That which belongs to another."
I know Alexander killed Diogenes in a drunken rage, but that's about it.
You may be thinking of Cleitus. The Diogenes and Alexander story usually ends with Alexander telling his entourage, "If I were not Alexander, I would be Diogenes."