Little Girl's Ghost Standing on Building

I remember an episode of this show where a businessman is in his office in the city and he looks out the window and a little girl's ghost is standing on top of a building calling to him, is this part of this series? I remember them saying that the girl had died of a fever. I looked it up on tv.com and the closest match was a story called "Half Of A Death". Does anyone have this episode or know if this might be a different episode?