In Catching Fire, Katniss is angry - beyond angry with the Gamemakers, with President Snow and with the Capitol in general. She knows that nothing she does with Peeta is going to keep her and her family alive because she has unintentionally incited rebellious riots. Therefore, during her training, she goes into the training center and uses her ability to create knots to make a hangman's noose. She ties up a dummy that is used for target practice and hangs the dummy. On the dummy, she writes Seneca Crane. Seneca Crane is the name of the last head Gamemaker. He was killed after allowing Peeta and Katniss to both win the previous Hunger Games. Katniss does this to remind them that they, even though head hanchos for the capitol, are not safe from President Snow's wrath.
Peeta does a similarly angry and disturbing thing. He depicts the way Rue looked covered with flowers as she died in the previous games. He uses his camouflage and painting skills to pull this off. Peeta also is trying to send a message to the Gamemakers that the tributes are people, strong victors who will not take this lying down. What they are doing is inciting more anger and more rebellious actions through their choice to punish the previous victors in the Quarter Quell.