After Rory has tried to find Dean in Doose’s Market, and failed, she and Lane walk away while the town Troubadour sings this song. It’s from Grant Lee Buffalo’s 1994 album Mighty Joe Moon, earlier mentioned. The song seems to be advising Rory not to think about it too long before talking to Dean.
On Rory and Lane’s walk away from the market, we learn that it is around 4.30 pm by the town clock, which seems too early for Rory to already be back from school (she gets out at 4.05 pm, and has a 40 minute bus ride home). Viewers will also notice that Rory’s little box of French fries is empty, so Lane must have eaten them all while she was waiting for Rory, in line with her lust for junk food that her mother won’t allow.