What is going on at the celibacy club on glee?

I think it might have been in the pilot but im not sure. there was an episode of Glee where there were students at the celibacy club meeting and all of a sudden, Quinn Fabray, the president pulls out these balloons and puts them between each girl and boy. She said that each time a balloon pops, an angel cries. I understand this was probably something sexual lol but i didnt understand the purpose of the whole situation and why they had balloons between them..care to explain? lol thankkksss