The Weiner Man gives out free samples in the mall.
Involvement with the Lone Gunmen
He actually proves to be a valuable witness as he draws their attention to the woman with red colored sunglasses who was around during the time of the murders. He noticed her because he's always scoping out the ladies at the mall.
He breaks his arm during his conversation with them because the costume is so cumbersome but this too helps them since Jimmy Bond goes undercover in the suit to spot the woman.