The episode title comes from the expression used to wish an actor or a musician good luck on their performance before going on stage.
Jodie Sweetin broke her leg prior to filming, and in Stephanie's first scene, she is sitting down driving a car, hiding the cast; in her second scene, she is sitting on a couch, also hiding the cast (after that, Stephanie breaks her ankle while running, and wears a cast for the next several episodes)
During a portion of the presentation, D.J. plays the role of C.J., once again hinting that she and Steve belong together.
The image gallery for Break a Leg may be viewed here.