I loved the music played in two episodes of Sex & the City, Season 2.
Please tell me the music played in "The Exquisite Pain" and the very
last episode of Season 2 "Friends with an Ex" where Big gets engaged
to Natasha. thank you!

Hello.

"The Exquisite Pain" episode is officially called "La Douleur Exquise."

From the Sex and the City Soundtrack page:

#24. 2-12 la douleur exquise!

unknown song 2 
Scene: Carrie visits Big while wearing her cap and crop.

unknown song 1 
Scene: Stanford undresses to get in a club.

"The Rockafeller Skank" by Fatboy Slim, from the album You've Come a Long Way, Baby

"Anna" by Gunnar Madsen, from the album: Spinning World: 13 Ways of
Looking at a Waltz

More details at: Sex and the City Soundtrack page
http://satcsoundtrack.freeservers.com/catalog.html#season2

Also see Gunnar Madsen's web page for clips of "Anna":
http://www.gunnarspot.com/main/listeningroom.html

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The last episode of Season 2, "Friends with an Ex," is offically
called "Ex and the City."

#30. 2-18 ex and the city

Songs:
"El Loco!" by La Esperanza
"Tempest" by Jesse Cook
"Cara Mia" by La Esperanza
"Love & Lust" by La Esperanza
"The Way We Were" by Barbra Streisand
"La Punta" by La Esperanza

More details at: Sex and the City Soundtrack page
http://satcsoundtrack.freeservers.com/catalog.html#season2

Clips from the La Esperanza album are available at Towerrecords.com:
http://www.towerrecords.com/product.aspx?pfid=1374542

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search strategy:
" song listings" "Sex and the city"

I hope this helps.  I notice that a couple of pieces in "La Douleur
Exquise" are listed as unknown.  I hope those weren't the ones that
you're seeking, but if they are, let me know, and I'll see if there's
anything else out there on this. Thanks.

This was fabulous...have been searching for this information for ages.
Didn't even know that there was a listing on line for this
information. A million thanks!