Quote From: Chance
It's funny, because I don't think this episode was ever broadcast or even released in any form where I live... strange, because we did have some Christmas specials, just not this one (or I completely missed it, which is quite likely, though).
These OVAs are rarely broadcast anywhere, since they were largely intended as Christmas gift video releases. They weren't released in a lot of countries either (I know Sweden got at least one of them), and their releases outside Japan were very limited and barely advertised, making these shorts rather obscure.