According to imdb.com, in this episode: "Mallory is scared and confused when 'Uncle Arthur', a close friend of the family and her father's co-worker at the television station, makes a pass at her. Meanwhile, Steven prepares a farewell tribute to Arthur to air during the station's telethon."
In a scene near the end of the episode, Steven Keaton is confronting Arthur (played by David Spielberg) about his inappropriate interactions with Mallory. Arthur attempts to defend himself by providing evidence of his strong character and work ethic as an employee of the PBS station where he and Steven work:
"I had it once. Remember, Steve? I was the guy who said, 'Sesame Street, let's go with it.' First time I saw Big Bird I said, 'That bird's a star!' I never liked Mister Rogers though. Why can't he change his shoes before the show?!?"Certainly a small and insignificant reference, but a reference nonetheless. Another example of the depth of Fred Rogers' influence on our society and culture.