Don used "change the conversation" when he was pitching Madison Square Garden. She not only stole the line, she stole the whole idea for the pitch, really (The way the other side was trying to frame Penn Station ect). And I'm pretty sure that infuriated Don...Not just because it was a word for word copy, but also because I'm pretty sure he's got an idea that in order for Peggy's agency to be on Heinz (Where they are small and don't have enormous resources), the leak had to come from his office. So not only is Peggy copying his ideas, she is using her old place of confidence to get ahead.
Honestly, this was Peggy's first big step into the world of being shitty to get ahead (Don, Roger and co have all existed in this world for a long time). You saw it last week when she was physically uncomfortable with the premise of it all, but she did it anyway to get ahead. All Peggy needs to do now is fuck her boss while her boyfriend is off working and she will officially be as big of an asshole as Don is. They are doing her transformation into an "Elder" of the corporate world really great. It feels very organic, not forced at all--it's a sign of great writing when a character starts to slip downward and they are still sympathetic (One reason I really like Don/Roger characters--they are sympathetic, even while being asses).