Of all the things people have to worry about, rejection certainly takes up more time than it really should. After all, it's simply being told something desirable is being kept at bay – maybe for a short period of time, but maybe forever. Sometimes the fear of rejection may keep us from chasing after the things we want - and in keeping with the ever-present notion in Mad Men that time is just ticking away, many are forced to endure in perpetuity based on the faintest glimmer of hope in the face of rejection.

'Lady Lazarus' starts out with the promise of becoming another showing of the petulant Pete Campbell (Vincent Kartheiser) that was so virulent in 'Signal 30,' but instead we are met with the Pete that would gladly chase anything as long as it was a new and moving experience. And so, languishing in the boredom brought on by his success, Pete zeroes in on Beth, the wife of Howard Dawes (Jeff Clarke), who just happens to be played by Alexis Bledel.

Pete possibly sees going after Beth as a means by which she can exact revenge on her philandering husband and he can maybe pick up something on the side to bring a little excitement back into his life since having an awesome wife like Trudy (Alison Brie), and a house in the country, clearly isn't everything he hoped it would be. To a certain degree, Beth seems to have all the qualities of Betty Draper/Francis (January Jones). She's a bored, lonely housewife who is largely ignored by her husband and spends most of her time reminiscing about the inappropriate manner most men look and have looked at her, or contemplating the infinite blackness of space and finding in it a disturbing parallel to her own life.

Perhaps telling Pete their tryst was a one-time deal put obtaining her at the top of his list, or maybe he really did see something substantial existing between the two, but at the end of the day, Pete's hopes for something more are dashed by a woman seemingly more committed to her misery than to anything else. For Beth, that's the experience.

This is in stark contrast to the episode's other main focus, Megan Draper (Jessica Paré). Unlike Beth, or for that matter, Betty, Megan takes a proactive approach to her discontent. Whether it's fueled mostly by the comments made by her father Emile at the end of last episode, or a general sense of dissatisfaction with her work at SCDP, Megan has decided she's going to quit advertising and give acting another try. The first hint that we get is of Megan lying to both Don (Jon Hamm) and Peggy (Elisabeth Moss), as to her whereabouts one evening, which we later find out was at an audition for an off-Broadway play that she didn't get. Yet, despite her rejection – something she was never completely exposed to working under her husband – Megan's interest in pursuing a dream is renewed.

While it seems unfortunate that Megan would lie to her husband and co-worker, it does allow for an excellent telephone exchange between Don and Peggy that shows how well the two actors play off of one another, even when they're not sharing the same screen. And besides, Megan eventually confesses to Don and receives his blessing to pursue her dream.

Elisabeth Moss Mad Men Lady Lazarus

The response around the office is that Megan's departure was generally expected, though Joan (Christina Hendricks) admits she thought it would come from Megan's failure – to which Peggy responds by saying Megan is one of those people who is just good at everything. Maybe this explains Don's initial reluctance to the sudden reversal in profession. As Don sees it, people are good, or struggle to be good at one thing, while Megan is effortlessly good at whatever she puts her mind to. On one hand, this makes her incredibly versatile, and unlike any other woman Don's been with, but it may also make Megan fickle, and prone to following her heart, wherever it may lead. As Pete says in regards to women: "They do what they want. Even to Draper."

As Megan is saying goodbye to Don at the elevator, he tells her it's best she not come back, that he'll bring her things home with him when he leaves for the day. After the doors close and Megan is on her way down, Don seems to have a second thought and calls another elevator to go after her, but when the doors open, he is met only with an empty elevator shaft, and a long drop to the bottom. It's a fitting symbol for Don's success, as well as the difference in both age and temperament between the two; an aspect that leaves him at the top, with no real means or desire to get back down – whereas Megan is young enough and hungry enough to willingly start over at the bottom, to basically reinvent herself.

Still, no matter how much they may love one another, there is a generational gap that will always be between them. It's evident in the way Don relies on Megan to explain things like why music is suddenly important, and more precisely: why The Beatles are important. At his wife's request, Don listens to 'Tomorrow Never Knows' off Revolver, and after a short time, turns it off. The song serves as an example of the kind transformation Megan has just undertaken. As far as Don turning it off, well, tomorrow never knows, but yesterday might not really care.

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Mad Men continues next Sunday with 'Dark Shadows' @10pm on AMC. Take a look at next week's episode with the sneak peek below: