Final answer:
The urgent instruction that Christine gives to Rhoda in the dialogue is to burn her shoes.
Step-by-step explanation:
The urgent instruction that Christine gives to Rhoda in the dialogue is to burn her shoes. Christine urgently tells Rhoda to take the shoes and put them in the incinerator, instructing her to burn them quickly. This suggests that Christine wants to get rid of something and wants Rhoda to destroy any evidence of it.