CREATE TABLE table_11820086_1 (directed_by VARCHAR, us_viewers__millions_ VARCHAR)

Who directed the episode that was viewed by 2.57 million people in the U.S.?
SELECT directed_by FROM table_11820086_1 WHERE us_viewers__millions_ = "2.57"
SELECT "directed_by" FROM "table_11820086_1" WHERE "2.57" = "us_viewers__millions_"