Neither, actually; it's Roose Bolton warning Theon in A Dance with Dragons
. Ironically, Arya calls him "my lord" when she's his cupbearer in A Clash of Kings
, and he doesn't notice.
On another topic, Martin announced today that the cross-genre anthology Dangerous Women has been completed
. His contribution is not, as was expected, the fourth Dunk and Egg story, but "The Princess and the Queen," "fake history" about the origins of the Dance of the Dragons, the Targaryen civil war. This is presumably either a preview of The World of Ice and Fire
or a deleted sequence from it.