The Good, the Bad, and the Dominatrix - S7-E23
Continuity mistake: When Sara takes the photos of Lady Heather's neck bruising you see 2 distinct ligature marks. When Brass serves her with the search warrant you can see only the remnants of one ligature mark, then when she is in Brass' office later she again has 2 ligature marks.
Answer: The episode on CSI:NY was called "Love Runs Cold" and first aired on October 4, 2006 (Season 3, Episode 3) and involves the investigation of a model found stabbed to death by an ice dagger.
OneHappyHusky