Continuity mistake: In the scene right after Francine is attacked by a Hare Krishna zombie, they are sitting, drinking and watching TV. When Roger is about to throw the bottle to Peter, he is sitting down, in the next shot after Peter gets the bottle, he is standing up and about to sit down.
Continuity mistake: When Peter and Roger enter the Penney's store, Peter throws his M16 and the keys inside the store before he starts to close the door, yet Peter's rifle (Roger is holding his M16) can be seen propped against the wall outside the door twice in the following shots.
Answer: One of the cops that was with Joe Plato (how much you have seen of them will depend on which version of the movie you, but I HIGHLY recommend the fan made/edited 'Extended Mall Hours' cut on YouTube) asked them for cigarettes. You'll notice that Roger and Fran lit up cigarettes as they were taking off, that's what Roger was laughing at.