I've read a couple of the books, but not quite as far as the bit depicted in the last scene, so technically it's a spoiler for me. However, it's not exactly a big surprise ;)
The bit depicted in the last scene is the end of Season 1 of the series, as well as the very end to the first book. Minus some creative liberties, Book 1 of the series maps to Season 1 of the show in lock step.
Am I missing something? How are you a couple books in and that was a spoiler?
Hah! So much for my memory - it's been about four years since I last read them, and I've obviously forgotten which events happened in which book. Thanks for setting me right. Guess I should go back and re-read them at some point...