Captain Hammer puts up his fists and says "these are not the hammers". He leaves then comes back into the room whispering "the hammer is my penis".
During a song, Captain Hammer says "we totally had sex". This is referring to Penny and him but is only implied and not shown.
Captain Hammer makes a reference to that on during the second time sleeping together a woman will "do the weird stuff", suddenly a trio appears behind him and calls out "We do the weird stuff."