I guess the only thing that could have topped this for cheesiness is if Mulder and Scully had actually gone to Loch Ness in search of the 'monster'. Instead, we have "Big Blue", and the death of various people in and around the lake. Then Scully's adopted dog Queequeg becomes a victim as well!
Mulder and Scully get stranded in the 'middle' of the lake when seeking out the 'monster', during which they have an conversation that transcends the X Files itself, comparing Mulder to Captain Ahab in Moby Dick. Cheesiness is completed when Mulder admits at the end that the monster probably doesn't exist, as we see it swimming off in the background. 3/5