Back on Craphole Island, Shannon's running in the rain, and she trips and falls. Sayid tries to help her, but Shannon refuses him: "Do not help me up!" she says through gritted teeth. Yeah, Sayid! Are you now saying you don't believe that Shannon can stand up on her own? She'll show you! She glares at him. "Why don't you believe me?" she asks. Sayid says nothing. "I need you to believe in me!" she whines, and apparently that "in" makes all the difference, as Sayid says he does, in fact, believe in her. But she says he doesn't, and that no one does. "They think that I'm some kind of joke. They think I'm worthless." Yeah, you whine an awful lot about that, but it's been a season and a half now, and you've only got a few minutes left to prove everyone wrong. Better get going. "You're just gonna leave me," says Shannon, starting to cry, adding that he'll leave her as soon as they get off this island. "They"? "I will never leave you," says Sayid, who can't even carry a torch for Nadia for two months. "I love you. And I believe you," he says. Anybody else not buying this? Shannon buys it. The hug, in the downpour.
Then the whispering starts. Shannon glances around, nervous. Sayid looks around too, but he's heard the whispering before. And Shannon sees, a short distance away, Walt, standing in the bushes, raising a finger to his lips (the "shhhh" is audible even over the monsoon). She turns back to Sayid: "Do you see him?" Sayid looks at her and nods his head. He'd been looking in the same direction, but I'm going to reserve judgment on whether he actually did see Walt or was just trying to placate Shannon until we hear a little more (I'm leaning towards the latter).
Shannon goes chasing after Walt, who turns and runs away. Sayid just stays there for about two hours, looking completely zoned out, before yelling "Shannon!" and giving chase. ["That zoned look made me think he had in fact seen Walt." -- Sars] He trips and falls, then gets up -- and the clap of a gunshot reverberates. "Shannon?" he yells again, and starts running.
He sees Shannon, who turns around, with a bloody abdomen. She collapses in his arms, they sink to the ground, and Sayid starts to wail while Shannon checks out.. He looks up. Standing there is Ana-Lucia, gun drawn, slide back, looking aghast. She lowers the gun. Shot of Jin looking stunned. Shot of Michael looking absolutely horrified. Shot of Ana-Lucia, who looks more nauseous than sneering.