While the Murdoc episodes from seasons 2 and 3 (Partners, Widowmaker) are the best of the season, "Cleo Rocks" cannot quite claim the same for season 4. The episode is still generally unique and well done, however. It makes sense Murdoc might disguise himself as a french musical director, being the creative person he is. He also knew giving Penny her first big break was the perfect way to get clsoe to her...and thus to Macgyver. Further we are led to believe the actual culprit behind the theatre happenings is it's owner, who repeatably makes it known he is not happy with an "amateur" like Penny starring in the main role. Some mior quibbles with this episode is the way Pete just high tails it to the theatre without making any phone calls there first. We never see how Murdoc kills the theatre owner. And the final scene, I just can't see why Murdoc would leave Mac and Pete alone, he would want to watch them die after all they've been through! They should have made him stay there and Penny could have knocked him out or something and Mac could have escaped while he was recovering. That would have made it a 10 episode.
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