Continuity mistake: When Susan and Mrs.Huber are together in the Supermarket the position of the egg box keeps changing in between shots on the conveyor belt. (00:18:00)
Continuity mistake: When Lynette and Gabrielle are talking to Paul, the boxes Gabrielle are holding change position between shots under her arms. (00:34:30)
Continuity mistake: When Andrew is talking to his mum, Bree, on his bed, we see him put the magazine down, yet in a later shot it is no longer there. (00:38:10)
Continuity mistake: When Lynette is at the school, the teacher is waiting outside eating. If you look at her hands, you can see that she has a white napkin. The napkin changes from one hand to the other between shots, and in one shot it is small and the other it is not.
Continuity mistake: At one point in episode 1.2 ("Ah, But Underneath"), Susan looks at the note used to blackmail Mary Alice and we can see that it has been folded twice and become somewhat crumpled. Two episodes later in "Who's That Woman?" (1.4) when the girls show the note to Paul, it is almost perfectly smooth with a single horizontal crease.
Answer: He was investigating the lead not the case.