On the 20th, in the morning, Lord Nelson came to London; where he had the happiness to obtain that general approbation of his conduct, from persons of all ranks, which those who have not been eminently successful can rarely hope to experience. Indeed, the country seemed generally to participate in his lordship's disappointments, with a sympathy as honourable to the national character as to the hero so worthily applauded. It was felt, that he had exerted himself to the utmost; and that, notwithstanding he had been unable to meet with the enemy, his pursuit had relieved every anxiety from the consequences of their depredations, by forcing to fly before him a combined fleet of force nearly doubling his own. All apprehensions for our colonial settlements were quieted; and, though the small advantage gained by Sir Robert Calder had not much diminished their naval strength, or greatly augmented our own, this was no fault of his lordship, whose superior worth ever became more abundantly manifest on the intrusion of such comparisons. What his lordship would have done, with the same force, similarly situated, according to the general opinion, every where freely expresed, made the nation at large, as well as our hero himself, sincerely regret that he had not been fortunate enough to encounter them. In justice to Sir Robert Calder, however, it must be admitted, there are few naval actions so brilliant, that they might not have been rendered still more so by the presence of such a commander as Lord Nelson. Immediately after his lordship's arrival in town, a meeting of the West India merchants was convened at the London Tavern; who, having met on the 23d, Sir Richard Neave, Bart, in the chair, unanimously and expressly agreed--"That the prompt determination of Lord Nelson to quit the Mediterranean, in search of the French fleet; his sagacity in judging of, and ascertaining, their course; and his bold and unwearied pursuit of the combined French and Spanish squadrons to the West Indies, and back again to Europe; have been very instrumental to the safety of the West India islands in general, and well deserve the grateful acknowledgments of every individual connected with those colonies: and, that a deputation from the Committee of Merchants of London trading to the West Indies, be appointed to wait upon Vice-Admiral Lord Viscount Nelson, to express these their sentiments, and to offer him their unfeigned thanks." The deputation, accordingly, having waited on Lord Nelson, at Gordon's Hotel, Albemarle Street, where his lordship had taken up his temporary town-residence, with a copy of the above resolutions, he immediately returned the following answer. "London, August 28, 1805. "SIR