Thanks to Ben_Linus for the following information.
My friend Emeka dropped by the pier Friday night to see what all the commotion was about:
"It looks like they've started filming the second episode. They have a fairly big boat docked at the end of the pier. We had to keep a certain distance to keep from interfering with the filming. We were also not allowed to snap pictures. I did manage to get 1 of Naveen Andrews who plays Sayid, sitting in the foreground watching the filming. I wasn't there long enough to see if he was in the actual shooting. I'll upload the photo soon!" Source: Ben_Linus
Thanks to GeckoGeek for the following.
They've been shooting by the pier both Friday and Saturday nights.