Aww, those poor Ood! It was brave of the writer to do a story where the humans are the bad guys (yes, I know, a sci-fi staple, but this is a show watched by kids).
In an episode with a lot of brains on display, Donna showed hers by yelling "The circle must be broken!" at the red-eyed Ood, to show they weren't like the slave-driving so-called humans on the Ood-Sphere.
That line at the end, "Your song will soon be over" has led to some speculation - I think it could be a few things:
1. The obvious one - Tennant is leaving. This one has been all over TV comment pages, particularly Teletext. If that's what it means, it's not exactly subtle.
2. The Ood were actually talking to Donna. They addressed the pair of them as "Doctor-Donna", so could have been talking to either one, meaning her life is the one in danger. (I have nothing against Donna, in fact I like her, but if it was a choice between losing her or DT, I know which I'd go for.)
3. "Soon" is subjective. The Doctor and Donna are time-travellers, after all. Maybe it's soon from the Ood's point of view, meaning that while the "song" may last for some time from our point of view, it could end during a later visit to the Ood-Sphere or at least that point in the timeline.