Yep, we saw that one and I was appalled! However, I used that as a way to educate my boys. For example, DS1 (now 4; 3 when he saw it first time) asked why the kids in Sid's class were getting shots. So, I explained that some people believe that those shots can help the kids, but that we eat healthy food, take our vitamins and get plenty of exercise to help us more than those shots would. I told him that we might still get sick sometimes and that's ok b/c it is just our body's way of getting stronger "fighters" for the germs the next time.
He thought that was cool. Now, when he sees anything about shots he says "those are not good. that's why we take our vitamins right mommy"
He also likes to continue to explain it to his little brother (2yrs old)
So, I now try to avoid watching Sid and as a matter of fact, ds1 does not even really like to watch it anymore (after seeing the "shots" episode the second time).