Dancing with the Stairs might be a better title.

Here's the leg-giving-out part, to refresh your memory.

Who are these people who shout WOOOOOOO! Maybe they're her friends, and are expressing spontaneous delight that she is doing something Sultry and Steamy on stage. Wooo, you go girl, and so on. CBS's own entertainment blog sums it all up for you, in case you missed the last installment:

There. Now you're up to speed.