I assume you mean this
Dead End.The way I understood it was that they are stuck in Purgatory, that's why the road never ends. The only way for them to pass on is to first die. Seeing as how they caused the girl's death, the girl is there to torment them and essentially bring them to justice in a way. The daughter is the only one not to die as she was meant to live (probably due to she was pregnant). We then see all the clues they saw in Purgatory as things in the real life (think of the Doctor's name being the towns name they where heading towards) this is to show that one is influenced by the other. Which is why in the end we see the father's list actually exist in the real world even though it is all played out to be in her mind.
Hmm that probably didn't explain it very well. But that is the bits and pieces I got from it.