The second segment of David Lynch and Monty Montgomery's short series, Hotel Room, is not directed by Lynch. It's called Getting Rid of Robby, set in 1992 (present day of the series), and is like some slightly sleazier, less witty episode of Sex and the City (if you can imagine that), with very lame would-be-clever dialog, and the only redeeming aspect being Griffin Dunne playing a man who's breaking up with a woman who usually 'takes care' of him when he comes by during business trips.
I'm not sure why it was included in the series, even if Badalamenti puts in a groovy jazz song over material that isn't worth it; it's not necessarily a horrible short, but it has no real entertainment value except for people who can't distinguish fake-feminist-trash from quality product, and it is a significant drop in comparison to the other two shorts.