Hahaha, that episode was just really funny. Usually I'd expect a more dark humor, but this time the show provided a lighter touch. I like how this show throw different things your way. TV shows, even the best, can get too formulaic. Sometimes it's so redundant that you don't really need to watch the entire episode to see where they story is going. With Rescue Me you NEED to keep watching.
The little kid saying "thank you, now I can die" was just so funny in a demented way.