The story of John the Baptist and Herod is a deeply disturbing one for a number of reasons. Herod can be seen to be a protector of the saint - he certainly wanted to hear what the baptiser had to say, and used to spend time listening to him although not understanding.
He was then manipulated into beheading the baptiser, by the only two women in Mark's Gospel to exhibit negative personalities. There are many men shown in a worse light! The actual details of the decapitation, resulting in a head presented on a plate at a banquet, are rather disgusting.
The whole episode stems from the nature of the people involved - they all wanted to have that which they were forbidden. Herod had taken his brothers' wife (women not being given much choice in the matter?) and the wife had it in for John the Baptist, as he was taking Herod away from her - perhaps John's message was beginning to work in Herod's heart.
Why does Mark place this story in between Jesus sending out his disciples, and their return? Perhaps to remind us that being a prophet is potentially a risky thing to do. Fortunately martyrdom is rarely a fate for us, but life bearing witness to God's Love can be difficult at times. Let today's Psalm ring out in our hearts when life is tough -