No, you didn't miss an episode, if you watch the last episode of season 3 you see that the source reverse's time and tell's one of the demons to kill cole and pheobe, and he go's back on his promise to let prue and piper know that shacs is going to attack. and leo's in the underwould so he doesn't get back in time to save both piper and prue! and then when you watch the first 2 episodes of season 4 it kind of helps explane what happens. from what i can tell cole helped pheobe escape and thats why the source sends bounty hunters after him. i hope that helps? love lucyloo! xxx

thanks. it still takes some imagining to fill in the blanks (they didnt supply all the answers), i guess maybe its a bit dissjointed from when they fired shannon

and it sucks!!!!!! prue was my favorite

The demon Shax killed Prue and Piper. Phoebe went down to the underworld and she asked the source to save them. They went back in time and it all happened again. Shax attacked them again, but Piper got healed by Leo and Prue died. The episode is called All hell breaks loose. Check it out!

season 3 all hell brakes loose