Yes--so she called herself--Zara el-Khala, which in Arabic is "Flower of the Desert." She professed to be an Egyptian, and certainly she had the long, almond-shaped eyes of the East, but her white skin betrayed her, and I knew that whilst she might possess Eastern blood, she was more nearly allied to Europe than to Africa. It is my business to note unusual matters, you understand, and I noticed that this beautiful and accomplished woman of whom all Paris was beginning to speak rapturously remained for many weeks at a small Montmartre theatre. Her performance, which was unusually decorous for the type of establishment at which she appeared, had not apparently led to an engagement elsewhere. This aroused the suspicions to which I have referred. In the character of a vaudeville agent I called at the Montmartre theatre and was informed by the management that Zara-el-Khala received no visitors, professional or otherwise. A small but expensive car awaited her at the stage door. My suspicions increased. I went away, but returned on the following night, otherwise attired, and from a hiding-place which I had selected on the previous evening I watched the dancer depart. She came out so enveloped in furs and veils as to be unrecognizable, and a Hindu wearing a chauffeur's uniform opened the door of the car for her, and then, having arranged the rugs to her satisfaction, mounted to the wheel and drove away. I traced the car. It had been hired for the purpose of taking Zara el-Khala from her hotel--to the theatre and home nightly. I sent a man to call upon her at the hotel--in order to obtain press material, ostensibly. She declined to see him. I became really interested. I sent her a choice bouquet, having the card of a nobleman attached to it, together with a message of respectful admiration. It was returned. I prevailed upon one of the most handsome and gallant cavalry officers in Paris to endeavour to make her acquaintance. He was rebuffed. _Eh bien!_ I knew then that Mlle. Zara of the Desert was unusual. You will at once perceive that when I heard from the worthy Casimir how this unapproachable lady had actually written to the Grand Duke Ivan and had gone so far as to send him her photograph, I became excited. It appeared to me that I found myself upon the brink of an important discovery. I set six of my first-class men at work: three being detailed to watch the hotel of the Grand Duke Ivan and three to watch Zara el-Khala. Two more were employed in watching the Hindu servant and one in watching my good friend Casimir. Thus, nine clever men and myself were immediately engaged upon the case. Why do I speak of a "case" when thus far nothing of apparent importance had occurred? I will explain. Although the Grand Duke travelled incognito, his Government knew of the journey and wished to learn with what object it had been undertaken.