"I'll be careful," remarked Sewall in his deliberate fashion, "but if it happens to go off, it will make more difference to them than it will to me."

They camped that night where they were. Having captured their men, they were somewhat in a quandary how to keep them. The cold was so intense that to tie them tightly hand and foot meant in all likelihood freezing both hands and feet off during the night; there was no use tying them at all, moreover, unless they tied them tightly enough to stop in part the circulation. Roosevelt took away everything from the thieves that might have done service as a weapon, and corded his harvest in some bedding well out of reach of the thieves.

"Take off your boots!" he ordered.

It had occurred to him that bare feet would make any thought of flight through that cactus country extremely uninviting. The men surrendered their boots. Roosevelt gave them a buffalo robe in return and the prisoners crawled under it, thoroughly cowed.

Captors and captives started downstream in the two boats the next morning. The cold was bitter. Toward the end of the day they were stopped by a small ice-jam which moved forward slowly only to stop them again. They ran the boats ashore to investigate, and found that the great Ox-Bow jam, which had moved past Elkhorn a week ago, had come to a halt and now effectually barred their way. They could not possibly paddle upstream against the current; they could not go on foot, for to do so would have meant the sacrifice of all their equipment. They determined to follow the slow-moving mass of ice, and hope, meanwhile, for a thaw.

They continued to hope; day after weary day they watched in vain for signs of the thaw that would not come, breaking camp in the morning on one barren point, only to pitch camp again in the evening on another, guarding the prisoners every instant, for the trouble they were costing made the captors even more determined that, whatever was lost, Finnegan and Company should not be lost.

Roosevelt's journal for those days tells the story:

Their provisions ran short. They went after game, but there was none to be seen, no beast or bird, in that barren region. The addition to their company had made severe inroads on their larder and it was not long before they were all reduced to unleavened bread made with muddy water. The days were utterly tedious, and were made only slightly more bearable for Roosevelt by Tolstoy's "Anna Karenina" and Matthew Arnold, interlarded with "The History of the James Brothers," which the thieves quite properly carried among their belongings. And the thieves had to be watched every minute, and the wind blew and chilled them to the bone.

Roosevelt thought that it might be pleasant under certain circumstances to be either a Dakota sheriff or an Arctic explorer. But he did not find great joy in being both at the same time.