I think she tried to fake jumping out a window at the Salem Inn (she was on the ledge) as a means of disrupting Don and Marlena's 1st wedding attempt (the ceremony was going on downstairs, I believe). Naturally, Don raced to his daughter's aid (I believe there was actually still some question whether Don was actually her father at this point), went on the ledge to talk her in, and then ended up falling off himself as he helped her to safety.
Wasn't Marlena the one to actually go first? I think that was an issue because he was angry at Donna or something. Deidre talked about that story on a talk show one time. It was funny because he fell off the building and went deaf.