Abu Dawud Book 4, Hadith Number 1795.
Narated By As-Subayy ibn Ma’bad : I was a Christian Bedouin; then I embraced Islam. I came to a man of my tribe, who was called Hudhaym ibn Thurmulah. I said to him. O brother, I am eager to wage war in the cause of Allah (i.e. jihad), and I find that both hajj and umrah are due from me. How can I combine them?
He said: Combine them and sacrifice the animal made easily available for you. I, therefore, raised my voice in talbiyah for both of them (i.e. umrah and hajj). When I reached al-Udhayb, Salman ibn Rabi’ah and Zayd ibn Suhan met me while I was raising my voice in talbiyah for both of them.
One of them said to the other: This (man) does not have any more understanding than his camel. Thereupon it was as if a mountain fell on me.
I came to Umar ibn al-Khattab (may Allah be pleased with him) and said to him: Commander of the Faithful, I was a Christian Bedouin, and I have embraced Islam. I am eager to wage war in the cause of Allah (jihad), and I found that both hajj and umrah were due from me. I came to a man of my tribe who said to me: Combine both of them and sacrifice the animal easily available for you. I have raised my voice in talbiyah for both of them.
Umar thereupon said to me: You have been guided to the practice (sunnah) of your Prophet) (PBUH).