Calleigh: Self defense and self preservation. We all know what that means.
Horatio: Means she is a rape victim.
Calleigh: Two times a victim. She doesn't have bad luck. She's got no luck at all.
Horatio: You know what? Nobody could be this unlucky.
The Parole Officer tells Horatio, "What we have here is a failure to communicate". Both smile and say they liked the movie.
This is a reference to the famous jail movie Cool Hand Luke, spoken first by Strother Martin and later on by Paul Newman to mock him.