Jayne's mother sends him the hat. He opens the box and says, "how's she sit? Cunning, heh." or something like that, anyway. Kaylee says that it might be the cutest hat ever. The whole scene takes place in the episode where Mal and Zoe receive an extremely large container for delivery, but I'm not going to give away any more of the plot. I'm going to make everyone watch the show instead. :-).
For the curious, we are talking about a short lived but much beloved show called Firefly.it was followed up by a movie called Serenity. Watch both on Netflix free. They're well worth it for scifi fans. It's dark and quirky and hilariously funny.