The show that Dick and Don go see, "King of the Jig", is a parody of "Lord of the Dance", an insanely popular Irish musical and dance production created by Michael Flatley in 1996.
The title is a pun on the phrase 'A friend in need'.
The episode title is a play on the adage "A friend [to you when you are] in need, is a friend indeed." Of course, in this case, that friend would be Don.