Can someone explain to me what Roseanne is talking about here?

I love me some Roseanne, but sometimes she confuses me. Like with her newest blog entry.

Madonna wants to convert to Judaism.
MADONNA WANTS TO CONVERT TO JUDAISM. THAT IS SO COOL!

I AM A JEW, CHRISTIAN AND A MUSLIM… I AM A DAUGHTER OF ABRAHAM WHO LEARNED FROM CLEOPTARA!

>>>>blank stare<<<< Whatever you’re learning from Cleopatra, you just might want to ask her how to turn the FREAKING CAPS LOCK OFF. After that, if she has time, ask her if she can get you another show as good as Roseanne was. Might as well keep on going just as long as you have her on the line.