That's how I took it at first too, but it didn't make sense seeing as no one was married to any children. Then I thought maybe it means that Al and Peggy are acting like children to each other (because they kind of are) so it was just being facetious. But then I saw an episode (maybe it was the first one) where Al uses the title as a line, "And I'm married............... with children." Then it dawned on me.