YVES: I guess you don't know me.
FROHIKE: Well, maybe I do (pause) Lee Harvey Oswald.
(Yves looks at him.)
FROHIKE: Your name, Yves Adele Harlow is an anagram of Lee Harvey Oswald. Some joke. I know who you really are, sugar. And I can tell the world in my (makes quote signs) silly little rag.
I thought for a minute there that he was saying Yves is Lee Harvey Oswald, which would have introduced a whole giant ball of simultaneously cringe-inducing and yet weirdly-progressive-for-prime-time-in-2001 gender politics (especially given that when we're first introduced to Yves in the beginning of the episode, she's disguised as a man; she kisses Frohike on the mouth and we only find out later in the scene that she's a woman wearing a fake beard). But no, she's not actually Lee Harvey Oswald; he's just pointing out that "Yves Adele Harlow" is an alias but he knows her true identity.