According to Jim Recap: The Baby
Roxanne (Jennifer Coolidge) returns to see her brother Jim, but this time she brings a surprise with her - she is pregnant. All Jim can think of is trying to protect his friend Andy, but just like in Vegas Baby (Part 1, Part 2), Andy doesn't want to be protected. He even goes so far to say that he went back to Las Vegas to have the marriage annulled and spent some time with Roxanne, so maybe the baby is his. Then again, maybe he's just ready to be a dad.
Regardless, he does an admirable job by sticking by her side, even offering up his place across the street for her to stay while she decides what to do and joining her for Lamaze class. But that's when Jim sticks his nose into things again, and shows up with Roxanne's on-again, off-again boyfriend, Rick. It seems that Rick didn't even know she was pregnant, and now he wants to be the father to the boy as well. Things probably won't end well for Andy - either Rick is going to cream him, or Roxanne will up and leave him again (or perhaps both will happen).
But in the end, it seems that either will have to wait, for during the class, Roxanne's water breaks, and she has to go into delivery, and everyone is going to have to figure out what happens a little bit later. When the baby finally arrives, Roxanne calls for the person she most wants to see, and it is... Jim? Sure enough, she wants Jim to come in first.
When he does, she tells him a story about how she went to see an acupuncturist about nine months ago, and that may have led to a confusing time in her life, because she has this dilemma - it seems that the baby is Chinese. About then, Andy and Rick come into the room to see what's happening. Rick decides that he's off the hook, so he leaves. Andy tells Roxanne that he will still stand by her if she wants, but she lets him go too. And Jim says that he'll be there if she needs him. How sweet. Jim is a nice guy when he wants to be.
But for now, Roxanne is going to take little baby Chin (yes, she's really going to call him Chin for now) back to Las Vegas and see if she can find the father, and see what he wants to do. We may yet see more of Roxanne down the road somewhere.
