I asked my JW sister, about the parable of the sheep and goats. I noticed that the recent article left out the portion of Matthew where Jesus describes the sheep as the ones who fed the hungry and helped the poor. I asked her why the JWs didn't do that, if they are supposedly the "sheep."
Her reply: "That was just an example. What we do for people is much more valuable. A food drive is a great thing, but we give people a chance at eternal life. Our work is much more valuable."
I don't find this spelled out quite so clearly in the literature, but what I read in the magazine cited by emeth, shared examples of how they help JWs who are affected by natural disasters. They help their own first, which is not what I have found to be the case in other churches I've known. Most of the evidence of their lack of charity for fellow man, comes from anecdote and out of the mouths of JWs themselves.
My bible study conductor explained this to me also, while complaining that her coworker was trying to raise money to help rescue abused animals. She was just appalled that someone would waste their time and money on anything but the preaching work. She went on a little tirade about it, in fact... but again, anecdotal, with no scripture or literature referenced to give credibility to her opinion.