There is actually a commentary by "Weird Al" on the two music videos. The way to access them is to change the audio in the music video when it starts playing.
'Weird Al' Yankovic:
Well, we're already about six minutes into the show. So, I think it's just about time for a DRUM SOLO!
Weird Al's song "The Night Santa Went Crazy" has two different versions of words following "Yes Virginia...". In the version released on his album "Bad Hair Day" depicted Santa put in prison, whereas in this version, it depicts him as being shot.