Double Dog Dares

I was recently having a discussion with my friend Danny Schwarzblatt, and I was wondering about the origin of the phrase "double dog dare", which didn't make any sense to me. Apparently, it takes bat to the 19th century (at least), and (based on this link) it seems like there might be some negative connotations associated with it that have long since left the phrase. You can find other details at this site. Still, the origin of this phrase is far from definitive, and I'm curious whether any other juicy details are known.

By the way, is the term "etymology" still correct if one is thinking about the origin of a phrase and not just a single word?