In order to explain Guadalupe’s presence at the grated window in the top of Billie’s prison-house, it is necessary to recount the happenings at the Hacienda del Rio and vicinity since the hour that Billie plunged from the top of the rock into the midst of Don Rafael’s band.

It was shortly after noon when Billie’s accident happened, and Donald and Pedro were on their way to send for the rurales. As we have seen, Adrian and Don Antonio ran to Billie’s assistance, but were too late to discover his whereabouts. They did, however, find his hat, and, in searching more closely, also discovered the print of many feet on the sand along the bank of the creek.

Upon making this discovery, Adrian led the way up the creek for several hundred yards, and finally arrived at a place where the creek seemed to flow right out from under the side of the mountain.

This solved the mystery. There was undoubtedly a cave under the mountain, which was entered

by means of the stream. Adrian was for getting one of the small boats he had seen on the banks of the Concho, and going immediately to Billie’s rescue, but Don Antonio advised that nothing be done until the rurales arrived and there was a sufficient force to arrest Don Rafael and his band.

Adrian finally agreed to the plan, and, after a careful survey of the location, he and Don Antonio returned to the house.

When Donald heard what had happened he was even more insistent than Adrian had been that they should proceed at once to examine the cave. If they found it was in possession of Don Rafael and his band, Donald was in favor of forcing their way in, no matter what the opposition.

“I am sure that would be very unwise,” declared Don Antonio. “Our messenger is already on his way to Presidio del Norte to summon the rurales. They will certainly be here by daylight tomorrow morning. Then we can go in force and will be sure to succeed. If only four of us go, we will probably be overpowered by numbers and your friend may suffer. Let us have patience.”

“Well,” replied Donald slowly, “I’ll agree to wait until morning; but, if the rurales are not here by that time, I shall go after Billie, if I have to go alone.”

“You won’t have to go alone,” said Adrian. “You know that.”