If you missed the pilot episode, then this episode probably didn't make much sense to you, as it was a continuation. It seems that this is one show where we're going to have to watch all the episodes, which isn't a bad thing, since, so far, the episodes have been good.
I liked that they acknowledged Saturday Night Live in this episode, since we all know that that's what this is... if only SNL would hire some good writers, like they used to have! The show continues to weave in new plot lines, and extend the ones started in the first episode, and it's just getting better, with each episode. I can't wait for number three!