Yeah, that's what I was assuming (meant to comment on that too). I recall the video being put up by NBC as well (much like some of the other SNL skits), so it doesn't seem like this was due to a copyright claim or anything like that.
parody from lost <object width="425" height="350"><param name="movie" value="http://www.youtube.com/v/vDMFgc4uu4s"></param><param name="wmode" value="transparent"></param><embed src="http://www.youtube.com/v/vDMFgc4uu4s" type="application/x-shockwave-flash" wmode="transparent" width="425" height="350"></embed></object>