In order to invade Westeros, Drogo needs money to buy ships, which he goes about raising the old-fashioned way: by raiding undefended villages and selling the people there into slavery.
Although Dany needs the money, she doesn't approve of the rapes that occur. She commands her bodyguards to start claiming the women to prevent them from this horrible fate.
Drogo doesn't have any difficulty raiding a Lhazareen village, but he does run into some trouble with a different Dothraki khalasar that is raiding the same village. Drogo gets a few wounds, but one of the women that Dany saved says that she's a healer.
Her name is Mirri Maz Duur, and though the Dothraki don't trust her, she seems to do fine work stitching up Drogo's cuts.