The boys are worried (as well they should be.. given what they know) that an innocent like Timmy may be destined for Hell while jerks like Cartman may go to Heaven. As is frequently the case with this show (and it's one of the resons I like it so much) the writers use the boys' predicaments to point out the hypocrisy in some of our beliefs and institutions. To their credit, the lessons never becomes preachy or sanctimonious. They're just funny.

Cartman as a evanglist (presumably so he can save other kids in town, from going to hell), meanwhile Stan, Kyle, and Kenny are worried that Timmy may end up in hell, and they will end up there too, if they don't confess their sins.