Silly...in a good way.
This episode is quite simple. Pete wanted to get rid of Max, so he made up a prediction that his house will be robbed, which worried him. Goofy won't get a security system because of the assurance that their house was safe. However, Max and PJ had to convince their dad to get a security system, and did something drastic. When Goofy did realise the importance of a security system, he will get it...what's the catch? He build it himself!
Pete was unlucky to have his security run by crooks, because his house will be robbed. And that's when the fun part start. The crooks must chase Max because of something he did, and when the crooks went into Goofy's house...they're in for a big surprise.
So you see, seeing a parody of a great movie is a very good one, because it was done right. If you had watched Home Alone or any of its sequels, the final part will be quite familiar to you.
So why did everyone thinks that there was a burglary? Better to watch this episode to see who was behind this fuss.