Glee Season 2 Episode 5 (Glee s02e05) with title “The Rocky Horror Glee Show” aired on Tuesday, October 26th 2010 at 08:00 pm via FOX Network.
Here is summary for Glee Season 2 Episode 5 :

Will decides to have the glee club perform “The Rocky Horror Show” for the annual school musical after learning of Emma’s newfound love for the cult classic. Despite Sue’s usual scheming, the members of New Directions inject their distinctive style to the show’s timeless tracks.