He actually DOES say "does your dog bite" in the song
In the commentary of Nightcrawlers on the Pete and Pete DVD, the creators of the show were talking about the theme song, and one of them said that when Mark (the lead singer of Polaris) showed them "Hey Sandy" for the first time, that he (the creator of the show) said "perfect" when he heard the lyrics "Hey, Sandy, does your dog bite" for the first time.
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