The scene with the Lone Gunmen was filmed on the set of their then current (and short-lived) TV series. This segment was directed not by Kim Manners but by Bryan Spicer.
Due to her renegotiated contract, Gillian Anderson was unavailable to work on this episode. To secure her services for the eighth season largely without David Duchovny, Anderson asked for more time off that she could spend with her then-school age daughter, Piper. This meant that she missed out on Duchovny's return to the series.
Agent Doggett finds Mulder's backup firearm, revealed to be a Walther PPK. The Walther PPK is famously James Bond's standard issue firearm from the British Secret Service.
This was filmed before the previously aired episode, Badlaa (2001). It was actually shot in between Via Negativa (2000) and Surekill (2001).