Pretty sure they're parodying Close Encounters of the Third Kind there. The one where an alien ship is approaching blasting out these tones, and Fry thinks he remembers it, they build this huge elaborate keyboard setup and Fry plays two notes on it and it turns out it's Nibbler shenanigans? That's parodying Close Encounters.

I think I can almost recommend going and watching Star Trek IV on its own, the plot is mostly self-contained for being the third in a trilogy, but I think it does stand on its own. It also has a profoundly good soundtrack, like, even for Star Trek.

Also Close Encounters of the Third Kind.