Shortly after receiving recognition as a militia unit, the Troop was called together and it was decided that the Second Regiment armory on Meadow Street was unfitted for cavalry drill, so a committee was appointed to obtain a site for a new armory. Generous contributions on the part of prominent citizens enabled the erection of a wooden structure on the lot at 839 Orange Street. This building was barely completed when, in January 1905, it was burned to the ground. Undaunted by this reverse, it was immediately decided to rebuild, and plans were made to put up a fire-proof structure. Once more men interested in the success of the Troop aided the building project by purchasing bonds, and the armory as it now stands was opened with appropriate ceremony in the Spring of 1906. When the State bought the armory from the Troop it was suggested to men who held bonds covering the indebtedness on the building that the Troop should own a certain number of horses. Release from the payment of many obligations allowed the purchase of twenty horses in the Fall of 1909, and these were installed in the stables in the rear of the armory. Funds to furnish the club rooms and pay interest on the building bonds were obtained through the willingness of the men to turn into the treasury the pay they received for the time spent in camp each year with the other militia units. These were added to from time to time by receipts from very popular and successful horse shows held in the winters of 1907, 1908, 1909 and 1910. These shows attracted exhibits from the best known fanciers in the East, and were famed as society events. Features of these shows were the crack drill exhibitions given by squads selected from the Troop's best riders. A military tournament, which included all competition that could be arranged for mounted men, followed when horse shows reached the point of exclusiveness they attained as the automobile came into common use. During this period the men were being perfected in field work by road marches and manœuvers. In many of these they were placed under the command of regular army officers and rode beside troopers from the regular army, with due credit to their militia training.