LOL, when I first saw it, I was holding my hand in front of the computer screen trying to block it from my sight. :O
The file they used has an .swf extension, which I've noticed lately is an EXTREMELY popular form of net animation for "amatuer cartoonists". You see swf files all over the net nowadays, if you are looking in the right places. Apparently, they are pretty easy to create, and the software itself must be fairly user-friendly and maybe inexpensive as well. I've seen swf files used to parody eveything from video games to movie trailers.
Offhandedly, I'd guess the "swf" stands for "shockwave file". However, you'd need somebody with more experience than me...