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First, the short, pre-credits segments you allude to are referred to as "cold opens." These usually have nothing to do with the rest of the plot of a given Malcolm episode.
Second, the specific episode you're looking for, unless I'm mistaken, is "Health Scare" from the third season. It was actually included in the 2002 "Emmy Consideration" VHS, which you can find on Ebay.com for relatively cheap these days. Incidentally, the other two episodes on that particular tape are "Poker" and "Monkey."
Hope this helps!
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