"That's what I've got to find out. And I'm going to do it, if I have to follow him to hell and back!" was the young officer's answer. Then he suddenly drew up, with a whispered warning. "You'd better go west, toward Broadway. Then walk north into Fifth Avenue again, toward Brentano's corner. I'll swing up Madison Avenue on the opposite side of him, and walk west on Twenty-sixth Street. Don't speak to me as we pass. But watch him, every moment. And if there's a second man, follow him!" A moment later I was sauntering westward toward the old Hoffman House corner. As I approached the avenue curb I saw the unperturbed figure in blue stop beside the Farragut Monument on the northwest fringe of Madison Square. I saw him take out a cigar, slowly and deliberated strike a match on the stonework of the exedra, and then as slowly and deliberately light his cigar. I felt, as I saw it, that it was some sort of a signal. This suspicion grew stronger, when, a moment later, I saw a woman step out of a near-by doorway. She wore a plumed Gainsborough hat and a cream-colored gown. Over her slender young shoulders, I further made out, hung an opera cloak of delicate lacework. She stood for a moment at the carriage step, as though awaiting a car or taxi. Then she quickly crossed the avenue and, turning north, passed the waiting man in blue. She passed him without a spoken word. But as the cream-colored figure drifted nonchalantly by the broad-shouldered man I caught a fleeting glimpse of something passing between them, a hint of one hand catching a white packet from another. It was a hint, and nothing more. But it was enough. My first impulse, as I saw that movement, was to circle quickly about and warn Palmer of what had taken place. A moment's thought, however, showed me the danger of this. And the young lieutenant, I could see, had already changed his course, so that his path southward through the center of the square paralleled that of the other man now walking more briskly along the avenue curb. He had clearly stated that I was to watch any confederate. I had no intention to quibble over side-issues. As I started northward, indeed, after that mysterious figure in the Gainsborough hat and the cream-colored gown, a most pleasurable and purposeful tingle of excitement thrilled up and down my backbone. I shadowed her as guardedly as I was able, following her block by block as she hurried up the empty thoroughfare that was now as quiet and lonely as a glacial moraine. My one fear was that she would reach the Waldorf, or some equally complex beehive of human life, before I could overtake her. Once there, I knew, she would be as completely lost as a needle in a haystack. She may have suspected me by this time, I felt, for twice I saw her look back over her shoulder.