Notwithstanding Billy's courage in "taking care of the _living_," an anecdote is related of his having been frightened almost out of his wits, under very ludicrous circumstances. He and his gang had long held possession of a cavern in Gallowayshire, where they usually deposited their plunder, and sometimes resided, secure from the officers of the law. Two Highland pipers, strangers to the country, happened to enter it, to rest themselves during the night. They perceived, at once, the character of its absent inhabitants; and they were not long within it, before they were alarmed by the voices of a numerous band advancing to its entrance. The pipers, expecting nothing but death from the ruthless Gipsies, had the presence of mind to strike up a pibroch, with tremendous fury; at the terrific reception of which--the yelling of the bag-pipes issuing from the bowels of the earth--Billy and his gang precipitately fled, as before a blast from the infernal regions, and never afterwards dared to visit their favourite haunt. The pipers, as might naturally be expected, carried off, in the morning, the spoils of the redoubted Gipsies.--_Sir Walter Scott._--ED. But this Gipsy was not always so fortunate as he was on this occasion. Being once apprehended near Dumblane, it was the intention of the messengers to carry him direct to Perth, but they were under the necessity of lodging him in the nearest prison for the night. Brown was no sooner in custody than he began to meditate his escape. He requested, as a favour, that the officers would sit up all night with him, in a public-house, instead of a prison, promising them as much meat and drink, for their indulgence and trouble, as they should desire. His request having been granted, four or five officers were placed in and about the room in which he was confined, as a guard on his person, being aware of the desperate character they had to deal with. He took care to ply them well with the bottle; and early next morning, before setting out, he desired one of them to put up the window a little, to cool the apartment. After walking several times across the room, the Gipsy, all at once, threw himself out of the window, which was a considerable height from the ground. The hue and cry was at his heels in an instant; and as some of the messengers were gaining on him, he boldly faced about, drew forth, from below his coat, a dagger, which he brandished in the air, and threatened death to the first who should approach him. He was, on this occasion, suffered to make his escape, as none had the courage to advance upon him.