What a messy eater.

Chairman Cross has the prefects Yuki and Zero conduct dorm inspections, which entails confiscating any unapproved items. In this case, most of them appear to be photo albums of secretly taken pictures of the Night Class. Later, when Yuki is disposing the confiscated goods (By going up a tower?), she spots Zero 'skipping' again, and proceeds to lecture him.

The two proceeds to the Moon dorms later, to inspect the Night Class' rooms. After they enter, Yuki takes it upon herself to ask Zero what he's hiding in his jacket. He says it's none of her business, when she trips, falls, and he catches her. Yuki did it on purpose though, as she triumphantly holds up the pill box she just pilfered from Zero. Angrily, he grabs it from her and runs off.
Running after Zero, Yuki gets lost in town. Suddenly realizing that she's alone outside the academy, Yuki begins to freeze up. Seeing a child lose his balloon causes Yuki's concern mechanism to kick in, and she tries to return the balloon to the boy. When she finally finds the boy, however, he grabs her wrist and his contorted face is shown.

Yuki runs, but there is another vampire on her heels. She climbs to the top of a clocktower, shaken and scared. Meanwhile, Zero confronts the adult vampire. She is about to attack him when she suddenly stops, and calls him 'nakama'. At that, he blasts her with Bloody Rose. As the woman vampire turns to dust, the child vampire jumps up into the clocktower, and Yuki's scream is heard.

Fighting a losing battle with the child vampire, Yuki is saved by Kaname, whose mere presence scares the child vampire into submission. Covering Yuki's face, Kaname (assumedly) annihilates the child vampire. Kaname refers to the vampire he just defeated as 'Level E'. Zero is shown below on the stairs, struggling with the scent of Yuki's spilt blood.

That night, Kaname speaks with Chairman Cross, who he addresses as Kaien Cross, former vampire hunter. Kaname is a pureblood vampire, the strongest class of all vampires. He tells Chairman Cross that Zero will be a danger to Cross's peacekeeping efforts. The vampire who killed Zero's family was a pureblood, and if a pureblood bites a normal human, they either die or become a vampire themselves.

Yuki, meanwhile, finds Zero, and tries to apologize for earlier. As she leaves, he tries to pull her back, but that releases her bloody bandage. Before she knows it, Zero has Yuki restrained, and he takes a bite out of her. Pushing Zero away, Yuki sees that his eyes are blood-red, and realizes that he's a vampire.

Thoughts:
Looks like the anime is starting to digress from the manga a little. Yuki's encounter in town was one vampire, not two. Also, those who saved her were two of the Night Class students, not Kaname. Oh well, helps push the KanamexYuki romance along. xD
So we finally confirm that Zero's a vampire. Normally I'd offer predictions at this point, but I've read the manga so I'll withhold on that for now. Anime itself is getting rather interesting though, I must say.