Factual error: It is not possible to have a conjoined twin of the opposite sex. They are similar to identical twins, which are always of the same sex, in that they are formed from a single zygote. In the case of conjoined twins, the zygote fails to divide normally.
Suggested correction: There are always exceptions to the rules and, although VERY rare, it IS possible for conjoined twins to be - rather, end up being - different sexes. There are about 10 documented cases. In one case, is my understanding the conjoined twins started out as males but a genetic mutation (or something) occurred and one male lost his Y chromosome, thereby developing into a female with no ovaries. (The now-female twin would have so-called Turner Syndrome.) I don't have any sources to quote off-hand.
The male would have lost his Y chromosome after the zygote "split", but he was a monozygotic male.