I'm not sure if this is the right thread for this but:
In Episode 5, we found that the story of the girl and the matryoshka doll is a book titled "Tenohira no ningyou (A doll in the palm of my hand). This book is in the bookstore where Jun works and we see it again in the preview for Episode 7.
From the preview images for Ep 7 in the Rozen Maiden anime website,
http://www.tbs.co.jp/anime/rozen/sto...j.html#story07
it appears that Jun gives this book to Shinku as a wrapped present. Then they read it together.
It would seem that this was the purpose of including short fragments of this book's story in the anime. For comparison, in the manga they read the newspaper together. Maybe the animators thought that reading a book suited the scene better. It is well known that Shinku is fond of reading so a book is a good present for her, I think.