Anna Devere Smith plays the United States Attorney General in this episode. In The West Wing, she had a recurring roll as National Security Advisor Nancy McNally.
When the Attorney General tells the president (in jest) that she'll "tell the boys in Terre Haute to start cleaning their rifles," she is referring to the Federal Penitentiary in Terre Haute, Indiana, which is the designated federal prison for male prisoners who have been condemned to death for federal crimes.