I Saw That Episode and I Know The Description Pretty Well:
Peter Was Talking About how People Was always Getting Away with Injustice like People Meeting in Louisiana Swamps. Then They Show Kermit Playing His Banjo (He Had no Collar and his eyes were different, but the voice was good) when some guy on a rowboat came up to him.
Man:Excuse me, can tell me directions to get town?
Kermit: Yes, Back to where you Came.
Then he gets out a gun Threatening to shoot the Guy.