what happened in 4x02?

I think Ты mean episode 4x03 - "Minimal Loss" - and not 4x02.

At the end of this episode, Prentiss hugs Reid & says that what happened to her wasn't his fault because they had both been taken hostages & when the leader found out that there was an FBI agent among the hostages, Emily admits that it was her(she protects Reid) and ends up getting beaten up.

Hope it helped!