"My dad has always been super involved with the troops so [the producers] always try to find things that are close to our hearts and that we're really involved in," Miley, 17, told PEOPLE.
Adds Billy Ray, 48: "This past December I was in Afghanistan and Iraq and that trip inspired the writers to say let's do an episode to say thank you to the troops."
In between takes, all the kids in the studio audience – many of whom have parents who are deployed – were also given the chance to tape greetings to their moms and dads abroad.
"It's going to be a satellite thing where the troops can see their kids. It's really cool that they're having the opportunity to say hi to a mom or dad they haven't seen in a long time," Miley explains. "I think that's the coolest thing."
A New DirectionWith only seven episodes left to tape in the final season of Hannah Montana, Billy Ray can't help but get sentimental about the series that launched his little girl into the spotlight.
"I've gotten to go through this entire journey with Miley and watch her grow not only as a little girl to a young lady but as an actress," says the proud father. "For any daddy out there to get to go through that with one of their children, it's an amazing journey."
Says Miley, who stars in the upcoming Nicholas Sparks drama The Last Song: "I've gone these last five years of doing Hannah Montana with everyone telling me what to do and now it's kind of up to me do what I think is right in my career and I'm just kind of going in my own direction."
The last season – titled Hannah Montana Forever – will begin airing this July.