So, my curiousity finally got the better of me, and I put the DVD back in my DVD player. I watched that ending scene again (still freaking creepy) and then moved on to the next episode, "Nightmares."
Except, while the main screen said it was "Nightmares," the episode screen stated that it was an episode called "Harlequinade."
So I checked the next episode, "Out of Mind, Out of Sight": this one had been replaced by "The Last Masque."
The season finale "Prophecy Girl"? Was now "The Grand Guignol."
Are just the titles changed? I was a bit creeped out, but tomorrow I'll try watching the first one and see if it's any different.