Season 5 Episode 3 - Unusual Suspects 

Set in 1989, the story of the founding of The Lone Gunmen is told as we see how a straight-laced federal employee, a sex mad AV expert and a nerdy computer hacker meet Susanne Modeski, a strange woman with evidence of a government conspiracy.
Keywords: x-files, scully, mulder, full episode, season 5, episode 3, unusual suspects, 5x03