AKA: I Think I'm Paranoid
Usually when examining The X-Files, I (along with with most people) divide the series into two kinds of episodes: Monster of the Week and Mythology. And while that's a handy way of cataloging the series, its not actually that clear cut. Several times an episode has appeared to be a Monster of the Week and turned out to Mythology episode (its sort of happened in reverse a couple times but not as notably). Its a hard shift to pull off, as the attempts to conceal the Conspiracy's hand in things tends to leave the episode a little confused and awkward. But there are ways to make the transition work.