LORELAI: I mean, I’d like to have a good illness, something different, impressive. Just once I’d like to be able to say, “Yeah, I’m not feeling so good, my leg is haunted.”
RORY: See, there’s a reason why you only take one packet of TheraFlu at a time.
TheraFlu is a cold and flu treatment consisting of flavoured packets of powder that you make into a hot drink – it’s basically pain relief, decongestants, antihistamines and so on all at once. There are several different types, and the ones for night time make you sleepy. Rory is suggesting that Lorelai put more than one packet into her cup at once, giving her extra doses of everything. It’s believable based on Lorelai’s past behaviour taking over the counter medications.
Lorelai’s wish for a more exotic illness, such as a “haunted leg” is where the episode’s title comes from.
The Annotated Gilmore Girls 