That is the 1st time I heard about it. Perhaps ask Jolly Blackburn. He would know.
Little bit older school: http://en.wikipedia.org/wiki/Eric_and_the_Dread_Gazebo
Here is the story as told by Arensen himself, it occurred in the 1970's ... http://www.dndadventure.com/html/articles/gaming_stories.html
There was a Phil & Dixie strip, circa 1980, with a Gazebo joke.
Gazebo was a slang term for goon or thug used in old 1920s-1930s pulp fiction (see The Shadow magazine).So I can understand someone thinking it might be something besides a non-attached sundeck.
There's a reference in one of the Judges Guild products from the 70's (a Wilderlands book I think) to a burned down gazebo.
http://en.wikipedia.org/wiki/Eric_and_the_Dread_Gazebodreadgazebo.com - the story had it's own URL for a while.
I first read it on a Usenet group where someone posted the story as being from Dave Arensen.
I've linked the Arensen tale, above, if you wish to read it.
A large gazebo stands on the grounds of haunted Tegel Manor (1977): Some people believe that this dread edifice was where the tales of a murderous gazebo originated...