Christina Applegate wears a long blond wig for most of the 10th Season because she had actually cut her hair short and dyed it red for her role in the film Nowhere (1997) which was filmed the summer between the 9th and 10th Seasons.
In this episode it's revealed that Peggy's name is actually Margaret , as mentioned by her mother.
This episode was taped on August 25, 1995.