And leading his pet horse he led the way up the stream.

When the stream became too narrow for the scout and his horse to walk abreast, he led the way, the faithful black following him, and Curtiss with the Sioux maiden bringing up the rear.

The current of the stream was swift, and whatever footprints were made were quickly washed full of sand and stones; and half an hour after no trace could be found in the bed of the stream, of those who so recently had passed through. They could hear the angry yells of the Sioux far down the valley, and they pressed on without halting.

The stream now came through a narrow defile with huge rocks towering perpendicularly upon either side; then having gone a few rods further, the scout halted.

"This looks very much like a trap!" said Curtiss.

"Well, yes," replied the scout. "It would be a trap if the Sioux only knew we were here. But they don't know it and this is not the place I proposed for us to roost in. Follow me a little longer." So saying, he led the way a few feet further, then turning abruptly to the right, disappeared in what seemed to Curtiss to be solid rock.

Presently the voice of the scout was heard:

"Why don't you come in? 'Walk into my parlor, said the spider to the fly,'" he sung, as Curtiss and the Indian girl entered the fissure in the rocks through which the brave scout had disappeared with his horse.

They found themselves within a large cave, thirty or forty feet in length, and perhaps half that distance in width. The floor was as smooth as could be wished for, while the room was high enough for all purposes.

"How do you like this?" asked Kelly. "Here is room enough and to spare, and no one can find the entrance unless they come up the stream as we did; and even if they should, we could defend ourselves against the whole Sioux nation!" He at once led his horse to the further end of the cave, and returned to the opening.