Having Googled the song and its lyrics, it becomes a lot clearer that "the dow" is indeed the fair Annie, who is about to be slaughtered and made into a pie! A cracking murder ballad, and a wicked stepmother! So Rigby was right.

JESUITMONT
There lived a knight in Jesuitmont
A huntin' he did ride;
His footmen all attending him,
And his horsemen by his side.

And they found out in Jesuitmont
A pleasant sport and play;
His lady goes exceeding fine,
To hear the masses play.

An' she's called on her daughter Anne,
To come to her with speed;
to go and tell the master cook
To dress the dinner straight.

To go her message for to tell,
Young Annie feared nae ill;
An' she is gone to the master cook,
The message for to tell.

Ye maun dress the dow, the dow,
That fair and milk-white dow;
That in the parlour shines so fair,
There's nane so fair to show.

Here is a panknife in my hand,
Will bereave thee of thy life;
For thou art the dow that I maun dress
unto thy fathers wife.

Up then spoke the kitchie boy,
An' he spoke loud an' high;
"O save, O save fair Annie's life,
An' bake me in your pie."

"I will not save fair Annie's life,
No not for such as thee;
But if thou divulge this lady's life,
Thy butcher I will be."

When day was done and night was come,
And they were all at dinner
When he's ca'd for his daughter Annie,
To come and carve his dinner.

Up he rose and away he goes,
Anangry man was he;
"One bit of meat I will not eat,
Till I fair Annie see."

Up then spak the kitchie boy,
An' he spak loud an' high;
"An ye wad your fair Annie see,
Ye maun break up the pie."

Her meat it was a' minced sme'
An' forced by the fire'
An' cursed be her stepmother
For it was her desire.

This lord his a' clad i' black
A' for his Annie's sake;
An' he has caused her stepmother
To be burnt at the stake.

An' he has caused the master cook,
in boilin' lead to stand;
An' he has made the kitchie boy
The heir o' a' his land.