"South Park" makes an art of satirizing religion, usually in a funny and somewhat silly manner. This episode, however, is relatively serious in the way it approaches an especially controversial topic: the fear of hell.
Stan, Cartman, and Kenny are told that they must take communion and confess their sins, lest they go to hell. They come to the horrifying realization that Timmy, the handicapped kid in their class, cannot confess due to the fact that he can't say anything more than his own name. They also express concern for the status of Kyle's immortal soul - Kyle, freaked out, tries to convert to Catholicism. While attending confession one day, however, the boys see Father Maxi having sex with a married woman, and realize that even the Catholic Church cannot save them. So the boys - led by Cartman - start their own Evangelical movement.
This episode was one of the most sober of the series' run (which is still pretty funny). It exposes the dangers of using fear, rather than faith, as the driving force behind religious conviction. It is very clear that things are soon going to get out of hand. The last scene, during which Cartman is seen preaching on a street corner and the boys are passing out fliers, leaves you begging to know what's going to happen.