Sheila is going to win HOH, and say "this is for Allison, this is for Natalie and this is for me". Putting Josh up is what they are talking about.
Sheila: I won't leave gracefully as Amanda and Allison did (umm they left gracefully).
Sheila: Have you guys noticed, that he has not threatened any of you.
They see a goodyear blimp.