oh i see what you're saying, the breakup is referenced in other episodes, not Caroline Rae...
yeah that's because she broke up with him in episode three, after they go through therapy. you didn't notice that they were together again after he hooks up with Caroline Rae when airted out of order? since it was out of order, it went Ep one - together, ep 2 not together and he hooks up with Caroline Rae, episode 3 they're together and going through therapy, and they breakup.
at the begining of the Caroline Rae episode they've already been long broken up, he just finally throws all of her shit out of his house.