Do you ever notice this when you watch anime. How do you do it? 10 points!!!?

When you watch anime, and you hear a character talking, but inside there mind. Like for example if a anime character says to another can you help me fight this guy, and to which the other anime character replies ok sure... and then in his head, he says "Yeah.. In your dreams" You know what I'm talking about, right? It has like a sort of echo, but its nota echo, I cant explain it. I want to know how to do this and I see people do this on YouTube in there fandubs and abridged series. Whats it called anyways, cause I need to do this. Please help me, how do I do it in Audacity?