Thank you! For some reason that scene really disturbed me. I couldn't even finish the movie because of it. I can't explain why, after all of the other celluloid carnage I've thoroughly enjoyed, I found this scene upsetting. I thought Henry, Portrait of a Serial killer was by far the superior of the two movies, but nothing in Henry left an impression on me the way that scene did.

To answer both of your questions, yes it definitely is that same movie! For some reason that is the ONE scene that always stuck in my mind after watching it, as it just seemed so graphic in the way they killed her like that.
I believe it was some woman who lived near someone they were doing handyman work for or something and they came back later that night and attacked and killed her.

I just looked this up wondering the same thing. I am trying to remember which movie that was.