Lord NELSON sailed from St. Helen's in the Victory, with the Euryalus frigate, on the morning of the 15th of September 1805, to take the command of the British Fleet cruizing before Cadiz. On the 18th he appeared off Plymouth; where he was joined by his Majesty's ships Thunderer and Ajax, with which he proceeded for his destined station. On the 20th he communicated by private signal with the squadron under the command of Rear-Admiral STIRLING, which passed within a few miles of the Victory; and the same day at noon, spoke his Majesty's ship Le Decade, having on board Rear-Admiral Sir RICHARD BICKERTON, who, was on his return to England for the recovery of his health. Some bad weather and adverse winds were experienced by the Victory in crossing the Bay of Biscay, and on the 27th Cape St. Vincent was seen. Lord NELSON had dispatched the Euryalus ahead on the preceding day, to acquaint Admiral COLLINGWOOD with his approach; and to direct that no salute should take place, nor any public compliments be paid to his flag, on his assuming the command, as he wished the Enemy to be kept ignorant of a reinforcement being received by the British Fleet. In the evening of the 28th, the Victory joined the Fleet; now consisting of twenty-seven ships of the line, including the Victory, Ajax, and Thunderer: the city of Cadiz was seen distant about fifteen miles, with the Combined Fleets at anchor; and Admiral LOUIS, with five or six ships under his command, close in shore, watching the motions of the Enemy. On the 29th, prompt and decisive measures were adopted to prevent the Enemy from receiving any supplies of provisions by sea, which His LORDSHIP was informed they were very much distressed for: cruizers were stationed off the Capes St. Vincent, St. Mary's, and Trafalgar; and the frigates Euryalus and Hydra were ordered to keep off the entrance of Cadiz. His LORDSHIP now retired with the Fleet to the vicinity of Cape St. Mary's, about fifty or sixty miles westward of Cadiz; keeping up a constant communication with the frigates in shore, by means of three or four ships of the line placed at convenient intervals for distinguishing the signals of each other. This distance from, the Enemy's port was preserved by His LORDSHIP, to prevent them from being speedily acquainted with the force of the Fleet under his command; and that he might avoid the necessity of bearing up in bad weather, and running with the Fleet through the Straits of Gibraltar when the westerly gales prevailed: as the inconvenience of being forced into the Mediterranean, had been felt by former Commanders in Chief; and would now have afforded a favourable opportunity to the Enemy of effecting their escape from Cadiz, or at all events have rendered their obtaining supplies less difficult.