No, this has nothing to do with duck genitalia. Instead, it’s about a basic principle of music: You’ve got to put down the duckie if you want to play the saxophone.
Via Scott. It’s also a nice reminder of why Sesame Street was such a brilliant show (and may still be, for all I know…)– not only does it have a great tune and silly squeaky noises to keep kids interested, it’s got all those bizarre cameos to give parents something to look at.