Haha! You remember that well, do you, Farael? I was lucky - we own the entire trillogy, so I'm not one of those many people who didn't know that they desperately need to have the RotK directly after the TT. Not that it helps anyway, because it goes to Pippin at the beginning of the RotK instead of telling what happens to Frodo.
But, yes, I think that practically the entire Choices of Master Samwise is the one of the saddest parts, and when Frodo's being taken away by the orcs is part of that. *sniff*
My sister thought that the Breaking of the Fellowship was one of the most tragic parts, but she's not here to say so, so I'll say it for her.
-- Folwren