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From Wikipedia with love

http://en.wikipedia.org/wiki/Bullshit%21
Penn & Teller conduct informal experiments, freely admitting that they are often unscientific and geared toward comedy and satire. For example, in "Bottled Water" diners in an upscale restaurant are presented with varieties of what appear to be fancy bottled water. After the diners have praised the water and picked their favorites, it is revealed that every single brand of bottled water is fictitious, and all were filled from the same garden hose behind the restaurant. In one of their more serious experiments during the "Conspiracy Theories" episode, Teller shoots a rifle at a melon to demonstrate that when a human head is shot, it is very likely to be forced in the opposite direction that the bullet was travelling (this to discredit a John F. Kennedy conspiracy theory which points out that the fatal gunshot rocked JFK's head toward ? not away from ? Oswald's location).

Also during this episode the crew interviewed a number of people at a bar in Portland, Oregon called Dante's. One of the fellows in the bar that night for a weekly show called Ground Zero Lounge was a man in a black beret. He was given an opportinity to speak at the microphone and made a number of outlandish statements. Planning to pull the wool over the eyes of the producers with the help of others in attendance that night, the most interesting thing he said was that the Kennedy assasination was an industrialist conspiracy to enforce the compliance of future Presidents with the will of Big Business. The rant he gave was, verbatim, a rant given by the late Bill Hicks in a comedy routine from the album "Rant in E minor" Apparently none of the staff of the program was aware of this fact until after the show aired. In their attemp to debunk conspiracy theories, Penn and Teller became the victims of one. The title of "Beret Dude" was given by Penn and Teller in this episode.