From GRRM's Not a Blog:
"The episode I scripted for the third season of GAME OF THRONES has undergone another title change. "Chains" is out. It was a pretty good title, but an even better one, even more apt, presented itself when D&D shuffled a few scenes between episodes, so episode 307 is now...
... no, I don't think I'll tell. Best wait to HBO announces all ten of the episode titles. I mean, the title has already changed twice, I would rather not have to make another post if it changes again.
I lost a title, but gained a song."
HBO have also revealed the title of episode 3 of Season 3: "Walk of Punishment", on their Game of Thrones episode schedule page.[Season 3 spoilers]It has been speculated that this may be related to Theon, and as I'm expecting him to make his first appearance in the third episode, this just seems like good evidence.
[ASOS/Season 3 spoilers]I think the bear pit scene might be in GRRM's episode? It's allegedly being sung when Brienne's in the pit.