From what I can understand, this group of guys rings Puffy's doorbell, and Yumi says something like "Who could that be at this hour?" Then the guys start talking in Korean, and Ami repeats it confusedly. Yumi realizes that they're talking in Korean, and asks "Kankoku no hito? (Are you Korean?)", then Ami asks "Dochira sama? (Who are you?)".
Then the guys say their names, adding "-sama" at the end of their names, which is beyond extremely rude in Japan, btw, lol. Ami asks if they are Korean, then the guys say that they are like from ancient Japan (? Don't know if I heard this correctly), then say that they want to tell a scary story. Ami is excited and says "Kikitai! (I want to hear!)", but Yumi complains, "Zen zen kikitakunai yo..(I don't want to listen at all..)"
The guys begin to tell a scary story about Youkai Puffy. I couldn't really catch any details, but as the story goes on, Ami gets scared and says "Kowai yo! (That's scary!)" and Yumi says "Zen zen kowakunai yo (This isn't scary at all)". They tell more of the story and say that there's a song about it, and saying how it's "hen" (weird).
I think DoAsPafii well explained the first part, so I will explain the latter part.
The three Koreans (Byon-sama, Don-sama and Goi-sama) begin to tell a scary story about what Goi-sama experienced when he was in bed in a hotel room with his girl, doing what one does when he is in bed with his girl.
But their story deviates a lot and they keep on cracking nasty obscene jokes (translating those jokes into English is beyond me).
So Ami says, "Hey, their story IS scary, but in another way.", and Yumi says to them, "I will call the police, okay?"
Then, they say please don't, and get down to telling the story.
Their story goes like this:
In the hotel room, Goi-sama noticed a loud noise coming from the next room.
He thought the noise was a snore, and he went to the next room to tell the guy stop snoring.
Coming near to the room, he realized the noise was not a snore but a song.
The door was slightly open, so he peeked at the room to find there were two scary ghosts, PUFFY-ghosts, singing a very dreadful song and dancing in a very dreadful step.
After telling that, the three Koreans yell "That's so scary! That's so scary!" unanimously, until Yumi stops their yelling.
"Pardon me for interrupting your talk, but...", say Ami and Yumi, showing their faces to the guys, "DID THE GHOSTS LOOK LIKE THIS?"
Then the Koreans cry "Aaaaaagh, THE GHOSTS!!"
...Yes, the three Koreans were speaking to the very ghosts they were talking about.
TRIVIA
- This punch line (telling a ghost story to the ghost) is a parody of "The Mujina of the Akasaka Road", or Story of Noppera-bo, by Lafcadio Hearn.
http://en.wikipedia.org/wiki/Noppera-b%C5%8D - The lyricist (Kankuro Kudo), the songwriter (Taku Tomizawa), and the voice actors in the intro of this song are the members of a punk band "Group Tamashii", whose CD tracks are often filled with this kind of comedy skits.
- Kankuro Kudo is a famous scenario writer in Japan.
- The band's front man, Sadao Abe (Byon-sama in this skit), is a well-known actor. If you have ever seen a movie "Shimotsuma Story" (aka Kamikaze Girls), you may remember him as "Unicorn Ryuji".
