This is the song which Rory is listening to her on her Walkman, which takes us out to the end of the episode.
It’s the second track from the 1998 album What Makes It Go?, from Swedish indie pop group Komeda. The album received good reviews, and is now regarded as their best album. The lyrics of the song reassure Rory that everything is alright, even in a “crazy world”. The madness has ended now, and she can return to her normal life.
Komeda was influenced by The Velvet Underground, one of Lane’s favourite bands, and was chosen to support Beck, one of Lane’s favourite musical artists. I don’t think it’s a stretch to imagine Lane recommended this album to Rory, and it might even be borrowed from her.