A synopsis from the Little Dorrit website:
The villainous Rigaud (under an assumed name), begins an extortion scheme against Mrs. Clennam. Pancks uncovers information that dramatically alters the future for the Dorrits. Now able to move beyond his shameful past, Mr. Dorrit enlists the help of Mrs. General to instruct his daughters in etiquette. Disquieted by all the sudden changes, Amy continues her connection with Arthur through letters, and forges a closer relationship with Pet Meagles.
A more detailed synopsis is on that site if you really want to know what happened last Sunday, and again, if you want to watch this episode or any of the others, it's posted here until the first week of May.