The Axeman Cometh is Episode 4 of Season 2. It aired on July 23rd, 2003. Here's the synopsis from TV.com:
Actor and fight master Peter Woodward guides viewers back to a time when knowing how to swing an ax meant the difference in life and death. Our experts practice with the Viking single- and double-headed types and learn that in the right hands these difficult and exhausting weapons had no equal. We also examine the berserker, an ax-wielding Viking warrior who worked himself into a state of concentrated fury. Finally, we look at the double-headed Saxon ax that was nearly the size of a man.
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