In Lena's imagination, the beggar says,

"As the sword was cutting me down...I thought this was the worst I would ever have to endure.  But I was wrong.  The worst is on the other side".

Lena's mother had told her that Lena's great-grandfather had once sentenced a beggar to "die the death of a thousand cuts", a barbaric method of execution in which the condemned is essentially whittled away until he dies.  According to Lena's mother, the beggar came back from the dead and killed Lena's great grandfather, and Lena tries to picture the ordeal in her head, along with the subsequent reappearance of the dead man.  The ghost's reference to "the other side" implies an afterlife more horrendous than the death he endured, and Lena's daydream ends with her great-grandfather being dragged by the spirit through the wall separating life from death, "to show him what he meant" ("The Voice From the Wall").