It depends what you mean. If you mean by "story" then:
It is after "The Mexican Staring Frog of Southern Sri Lanka", in which it is revealed that Saddam Hussein is in a homosexual relationship with Satan, and before "Do the Handicapped Go to Hell?", where Saddam comes back to Hell (After being re-killed by Satan in BL&U), only to find Satan with another man. So watch it any time between those episodes.
But if you meant which episodes the movie was RELEASED between, it came out June 30th 1999. It was right after "Tweek Vs. Craig" (which was released June 23rd), and right before "Sexual Harassment Panda" (which was July 7th).