You didn't think of it because it's PRACTICALLY IMPOSSIBLE. How da crap are you supposed to fit 5 - 6 filled water balloons inside one big regular ballon? The hole on a regular balloon is only like a centimeter in diameter!!!
Wait, I think they put the small ones in before filling any of them, then used a hose extension to fill the small ones 1 at a time then filled the big one around them.
You insert the large part of the small balloons into the larger balloon first, but leave the tails sticking out. Once they're full, you tie them off and drop them in, then fill the large balloon.
you throw it they WILL scatter
BONUS; throw it at somebody and record THAT instead.