"Oh, please, don't say that, Mr. Royce!" the reporter said, earnestly. "We may be all tangled up in this web of mystery, but we've got a start—just a thread of a clue—haven't we? Not such a big one but still a start. If we keep on the alert, we may run into something else that will put us in possession of another thread of a clue. That'll be two threads, won't it?"

"Yes," I replied, lugubriously; "but as far as I can see at present, things look pretty hopeless, and we might as well stop now with our investigations, and let matters take their natural course."

"That I'll never do," said McGinity, bringing his fist down on the table, as though to accentuate his determination to see things through. "You must remember, I've been taken in, as well as your brother Henry, and on my shoulders rests the responsibility of all those printed articles of mine."

"And not inventions, either," I said, "but stories founded on facts. You can excuse—facts."

"Not if they're fictitious facts," said McGinity; "and it's my duty now to expose their falsity to the public. No, Mr. Royce, we can't turn back now!"

As he spoke the last word, a boy selling a special extra of an afternoon paper, entered the restaurant, and came straight to our table. "Want a paper, Mister?" the boy asked me. I shook my head, but as soon as McGinity had glimpsed the big, front page headline he snatched a paper out of the boy's hand.

Within a second he was directing my attention to the glaring headline, which read: "Martian Rocket Disappears—Stolen!" and then to a space in the center of the page, headed: "Very Latest News," under which appeared a few lines, printed in red ink. Together we read them:

"New York police notified today by officials of New York Museum of Science that the Martian rocket, found on Long Island, near the estate of Henry Royce, millionaire scientist, and placed on exhibition in the museum, was stolen from its glass-case during the night. Watchman found bound and drugged. While nothing uncovered so far to establish clue to identity of daring thieves, police have obtained information showing theft was committed by two men, who were seen to leave the museum, carrying the rocket, and drive off in a small van, about three o'clock this morning."

Before I could speak, McGinity jumped to his feet, and made for a telephone booth. Five tense minutes passed, then he burst out of the booth, and came to me.

"Ah!" he said, excitedly; "now, we're getting somewhere."