In this penultimate episode of the series, Trooper Franklin goes to check on reclusive Charlotte Scott, and he suspects she's just a snob. Then he finds out she is just scared, and so naturally he becomes protective - until he gets a bit of the same fear himself.
First they just see the lights, and then they hear things on the roof. Then he sees the giant fingerprints on his patrol car, and the next morning they see the huge alien itself! As he shoots it, they are suddenly in the midst of a bunch of wind - it was just a balloon.
Then they see the true aliens - a small spacecraft (that looks suspiciously like the one used in The Invaders way back in Season 2), and they are just a tiny race that was trying to frighten the people of Earth with trickery, and when they can't, they take off again. That was a close one!