For me, after the cutscene the rabbit runs into a bush and I can't see it so I just randomly ran in the circles in the bush and it finally came out and led me to a place where a chest appears with a single sapphire in it.
Was a waste of time really.
Also if you want to know what happens after:
You meet Seth from DD and if you mindread hime then kill him you get Brightblade (which was rubbish compared to other weapons I had at the time - gives you 2 points in 1 handed proficiency but damage isn't worth it and you lose benifit of another weapon/shield).
You then get chucked in the air by Bellegrar, land in the middle of the map where there is nothing apart from corpses (assuming it means he did that to lots of people) and finally when you see the fortune teller again she gets scared of a vision of Damien and runs off giving you an achievement award.
All in all pretty pointless imho.
