it's that episode where that nigel guy takes over the bar, and frames peter and his gang for burning down the bar that was bought out by that nigel guy.
the roach shows up twice in that episode. once is when the asian reporter reports how the fire was started by a fire breathing roach, and it cuts to the seen w/ the roach going "good good."
The next time he comes out is at the end of the episode, and this time Stewie is with him. I think Stewie shows a revenge letter from the daughter of Nigel, who got hanged, and then shows it to the roach (because the letter said that she'd kill stewie's mom or something), and the roach goes "good good."
i hope that helps in the search.
unrelated, but cool!!
http://youtube.com/watch?v=Vy3szJmJvAg