In the first episode of the Index-tan specials of Toaru Majutsu no Index, Index-tan sits on Touma's head and eats bread. They talk about how she references something and then she explains that if you don't understand the reference, you should buy the Shakugan ** *****-***-DVDs.
(It's German)
What does Index-tan refer to?
She is referring to Shakugan no Shana, a series by the same producer of Index. Here's MAL's blurb on the series:
He had thought his normal days would last forever, until they were ended abruptly by an encounter with a girl with red hair and eyes. He named her Shana.
Not long after he enters high school, Sakai Yuji’s normal days come to an end. He sees something bizarre on his way home: people are frozen in a strange fire, and a monster that looks like a large doll is attacking them. Just when he's about to be killed, a girl in a dark cloak wielding a large sword appears, and slices the monster in half. Although Yuji survives the strange encounter, the girl informs him of a desolate truth: " 'You' don't exist anymore."
She calls herself a Flame Haze who hunts "Guze no Tomogara"; intruders from another world. She explains to him that he is a "Torch", a substitute of Yuji whose “existence” has already been devoured. She also told him that he is a special Torch, "Mystes", which contains a precious item in it. When he looks at his chest, he sees within himself a faint flame, just as she said.
It is in this way that his eternal struggle alongside the girl begins.
More specifically, she's most likely referring to the Shakugan no Shana-tan specials, given the number of * in the subs, and the fact that these are the Index-tan specials.
