"Glad to hear it," the manager responded. "Yes, we will live out of doors for perhaps a week—camping, so to speak; but on the move most of the time. And that will bring our stay at Rocky Ranch to a close. But there will be plenty to do before then," he added quickly, as he saw the look of disappointment on the face of Alice.

"Oh, I like it too much here to leave," she said. In fact Alice seemed to like every place. She could make herself at home anywhere.

Plans were made the next day, and nearly all the members of the company, save Mrs. Maguire and the two children, were to go on the trip across the prairies.

Big wagons, of the old-fashioned "prairie schooner" type, were made ready. In these the ladies would live when they were not in the saddle. There was also a "grub" wagon, in which food would be carried. It contained a small stove so that better meals could be prepared than would be possible over a campfire.

Then with plenty of spare horses, and with the camera and a good supply of film, the moving picture company and several cowboys set off one morning over the rolling plains.

Many scenes were filmed, some of them most excellent. It was not all easy going, for often there would be failures and the work would have to be done all over again. But no one grumbled, and really the life was a happy one. Even Mr. Sneed seemed to enjoy himself, and the former vaudeville actresses condescended to say it was "interesting."

One day an important film had been made and the work involved was so hard that everyone was glad to go to their "bunks" early. Mr. Pertell, Russ and Mr. DeVere occupied a large tent near the wagons where the ladies had their quarters.

There was some little disturbance during the night, caused by one of the dogs barking, but the cowboys who roused to look about could find nothing wrong. But in the morning when Russ went to prepare his camera for that day's work he uttered an exclamation of dismay.

"What's the matter?" asked Mr. Pertell.

"That big reel I took yesterday, and which I put in the light-tight box for safe keeping, is gone!" cried the young operator.