What episode is the whole Miss Piggy isnt a lady scene from?

There was a funny scene during the ads for the dvd of the show that i saw once, i think it might have been Bob Hope or Frank Sinatra meeting Miss Piggy for the the first time and she was asking them to sign their autograph or sing for her, they say in response: "You know i never could refuse a Lady." and agree, then either Fozzie Bear or Gonzo shows up in the background and says "That okay, Missy Piggy isnt really a Lady anyway." or something similar to that, then Miss Piggy turns her head around like she is about to kick the ass of whoever just said that and made her look bad.

Even though the quote was just confirming that Miss Piggy is not in fact a Lady at all and simply does not behave like one and was not meant to be insulting but entirely truthful, Miss Piggy thinks that she is a real Lady solely because she is a female and a woman, she doesnt understand that not all women are Ladies and that because acts like a bitch she doesnt qualify as being a lady, which is what the quote was referring too, funny scene.