I won't give any spoilers, but if you stay for the closing credits, you'll hear The National's song, "The Rains Of Castamere". The song was performed by Bronn and company at a tavern at the beginning of the episode.
that I must bow so low?
Only a cat of a different coat,
that’s all the truth I know.
In a coat of gold or a coat of red,
a lion still has claws,
And mine are long and sharp, my lord,
as long and sharp as yours.
And so he spoke, and so he spoke,
that lord of Castamere,
But now the rains weep o’er his hall,
with no one there to hear.
Yes now the rains weep o’er his hall,
and not a soul to hear.
Game Of Thrones: Season 2 soundtrack is coming out June 19th, via Varèse Sarabande.
UPDATE: A couple of inquiries about downloading the song, you can look to The National's official Twitter.