After Alan leaves the funeral, the video game sounds off for several seconds inside the closed coffin. There is no way Alan could have heard this muffled sound from outside.
When Alan is plugging Jake's headphone into the hand-held console (Nintendo DS), he is actually plugging the adapter into the back. The audio-out plug of a Nintendo DS is in the front.
Throughout the episode, Jake says, "Game Boy". In reality, Jake's console is a Nintendo DS.