This is what she is referring to:
The original from Neptune's Daughter Neptune's Daughter is a 1949 musical romantic comedy film released by Metro-Goldwyn-Mayer starring Esther Williams, Red Skelton, Ricardo Montalbán, Betty Garrett, Keenan Wynn, Xavier Cugat and Mel Blanc. It was directed by Edward Buzzell, and features the Academy Award winning song Baby, It's Cold Outside by Frank Loesser. Loesser wrote the song for his wife and himself to perform at parties. Here is the song as it appeared in the film.