“Now, how the Princess Zichy came to find out about the necklace I don't know, but I can guess. As you have just heard, she was at one time a spy in the service of the Russian Government. And after they dismissed her she kept up her acquaintance with many of the Russian agents in London. It is probable that through one of them she learned that the necklace was to be sent to Moscow, and which one of the Queen's Messengers had been detailed to take it there. Still, I doubt if even that knowledge would have helped her if she had not also known something which I supposed no one else in the world knew but myself and one other man. And, curiously enough, the other man was a Queen's Messenger, too, and a friend of mine. You must know that up to the time of this robbery I had always concealed my despatches in a manner peculiarly my own. I got the idea from that play called 'A Scrap of Paper.' In it a man wants to hide a certain compromising document. He knows that all his rooms will be secretly searched for it, so he puts it in a torn envelope and sticks it up where anyone can see it on his mantle-shelf. The result is that the woman who is ransacking the house to find it looks in all the unlikely places, but passes over the scrap of paper that is just under her nose. Sometimes the papers and packages they give us to carry about Europe are of very great value, and sometimes they are special makes of cigarettes, and orders to court-dressmakers. Sometimes we know what we are carrying and sometimes we do not. If it is a large sum of money or a treaty, they generally tell us. But, as a rule, we have no knowledge of what the package contains; so to be on the safe side, we naturally take just as great care of it as though we knew it held the terms of an ultimatum or the crown-jewels. As a rule, my confreres carry the official packages in a despatch-box, which is just as obvious as a lady's jewel-bag in the hands of her maid. Everyone knows they are carrying something of value. They put a premium on dishonesty. Well, after I saw the 'Scrap-of-Paper' play, I determined to put the government valuables in the most unlikely place that anyone would look for them. So I used to hide the documents they gave me inside my riding-boots, and small articles, such as money or jewels, I carried in an old cigar-case. After I took to using my case for that purpose I bought a new one, exactly like it, for my cigars. But, to avoid mistakes, I had my initials placed on both sides of the new one, and the moment I touched the case, even in the dark, I could tell which it was by the raised initials.