[Jess and Shane walk past Rory]
SHANE: That girl’s a freak.
Shane manages to give Rory the same insult Lorelai said about Shane, which is either quite a coincidence, or Shane heard Lorelai and has been waiting for a chance to get her own back.
Jess has presumably just met Shane as she got off work at the beauty store. They are both wearing matching outfits – brown jackets over brown shirts – as if to underline that they go together. However, note that Jess doesn’t walk alongside Shane, he walks ahead of her. He couldn’t be making it clearer that he doesn’t see Shane as his equal, but as someone who’s “tagging along” with him. He is the leader and the dominant person in the relationship.
Also note that Jess only has eyes for Rory, and although they are currently on bad terms, he cannot stop himself from giving a faint smile as he walks past. Shane turns around to look at Rory, and I think her intuition is telling her that she is someone that Jess likes, or someone that could be a threat.
The show, like Lorelai, Rory and Jess, is not very kind to Shane, a girl who actually doesn’t do anything wrong except be pretty, blonde, and go out with Jess. Although the title of this episode is ostensibly about the two different plots – Lorelai has to give a talk to a “class” while Lane “dyes” her hair – it can be read another way. Rory is the girl with “class”, while Shane is the one who dyes her hair platinum blonde, meaning that she can’t be “classy” like Rory.