The show that Madison & Sam were watching with the names Ethan & Kendall was a nod to the ABC soap opera, All My Children. That is also why Madison said to Sam when it was going off "you're hooked now".
The trivia items below may give away important plot points.
Jared Padalecki says that during the filming of the final scene in this episode where he has to kill Madison, in order to find the emotion (since it was still early days and the actors say they weren't as tuned into their characters as they are now), Jared thought about the traumatic experience of having to euthanize two of his beloved dogs, Sadie and Harley. As a result he got extremely emotional, and those are very real tears. Jensen Ackles backed that up, saying his own emotions on screen welled up because he knew how much it would hurt Jared personally to have to call up those emotions and suffer through them in order to have Sam be visibly upset on screen. Jensen's tears came as a result of watching his close friend go through such painful emotions.