The show was in the format of 5 mini versions of his show, Dennis Miller Live. They each included a monologue, rant, guest (always Norm McDonald, making "cock" references), and Big Picture segment. Each segment even had an instrumental version of "Everybody Wants To Rule The World" done in music appropriate to the era of time discussed. In fact, the version of the song for the 1980-2000 segment was an actual instrumental recording of the song for radio stations with a "beautiful music" format.
Dennis's joke about the phone allowing "people he would never let near his home find a way inside of it" was an actual initial criticism about the telephone; that it was akin to being forced to open the door to your house to someone you don't want to let in.