The Fat Lady Sings the Blues

S1, E3: "Someone has killed a retired drug cop and his Confidential Informant. When another cop comes under suspicion for the murder, Internal Affairs is quickly on the hunt and Frank knows he must stop them before they bring down a lot of good cops in order to get to a single bad one. At the same time Franks discovers that a friend and ex-cop Ross has been suffering vicious beatings while in prison. Frank is forced to cut a deal with a Russian Mob boss to secure protection for Ross, and in the process, winds up on the heels of the assassin. "