It's repeating tonight at 8:00 (EST), so if you're not busy then, you should be able to catch it again.
My favorite line through out the whole show was "ITS SESAME STREET! SESAME STREET MAKES YOU HAPPY! I'M SUPPOSED TO BE HAPPY, BUT I'M NOT! I'M FRIGGIN' FRUSTRATED!"
I also liked his little bit with Cookie Monster at the beginning, because to be with your favorite Muppet from your favorite street has to be a golden moment in your life; I remember reading the memoir of one guy who was on the set one day in the mid 90s, rambling on to Frank Oz and blurting out "Can I have a picture taken with Grover?", feeling totally embarrassed afterwards, but Frank obliged.
That was a pretty awesome cake I have to say, I'd kind of hate to have to eat personally, but cakes don't last forever... unless it was that 18th century piece of cake Elaine at that J. Peterman won at an auction.
I'm watching it right now, they just went to commerical with one for that disgusting show Toddlers and Tiaras, . I'm enjoying it so far though, I love how much this boss guy loves Cookie Monster, godda love that.