Who were the stooges guarding Captain Gorgonzola for?  Answer the above question based on the context below:  The Stooges are artists (Moe is a sculptor, Larry is a music composer, and Curly is a painter) living in Paris. When the landlord comes after the overdue rent, the boys skip out and wind up accidentally joining the French Foreign Legion that they confuse with the American Legion. Posted to the desert, their assignment is to guard Captain Gorgonzola from the natives. When the captain is kidnapped, the boys are given a chance to bring him back alive. The Stooges make their way to the town where the captain was taken, all disguised as Santa Claus (complete with a sleigh and a reindeer). Despite the disguise not working, they are able to quickly knock out a guard who confronted them and make their way further into town. Ultimately, they find their captain held by a sheik trying to offer him expensive jewelry and a harem of beautiful women in exchange for the Legion's ammunition. The trio are forced to disguise themselves again as part of the harem and use an opportunity during a dance to render the sheik and his head bodyguard unconscious. The four then escape, but end up coming across a lion's den. Before the lion could eat them, Curly is able to placate it into drawing them on a wagon back to their camp.
Answer:
the French Foreign Legion