What episode on ncis does it say how gibbs daughter and first wife died?

In the NCIS episode "Judgment Day: Part II" (Season 3, Episode 11), it is revealed how Gibbs' first wife and daughter died. During the episode, Gibbs recalls the events of that fateful day. As he confronts Ari Haswari, the terrorist responsible for their deaths, Gibbs remembers the car bombing that claimed the lives of Shannon and Kelly Gibbs.