According to Jim S04E05 - Dress to Kill Me

Kyle wants to be Cinderella for Halloween. Jim is against it because he thinks he's growing up to be a sissy. Jim buys Kyle a manly costume (a dinosaur) but Kyle changes back into the dress. Jim, Andy, and Kyle all sit on the couch, Jim and Kyle persistent. Jim goes in the kitchen, sees an older Kyle who convinces Jim to let Kyle go as Cinderella. In the end, they all go as ladies and they trick-or-treat.