Nancy's pitiful little story was soon told. During the last year she had often met the Honorable Philip Lindsay, second son of an impoverished Scottish peer, and now a lieutenant in a line regiment stationed at Aldershot. They discovered each other, in the first instance, at a hunt ball in Leicestershire, and a simple confusion of names led the man to believe that the pretty girl with the blue eyes was the hired companion of the daughters of the family with whom she was staying. Her friends--like herself, just emancipated from the schoolroom--fostered the deception, which she and they found amusing; but Lindsay's Celtic blood was fired by the knowledge that he had found the one woman in the world he wanted to marry, be she poor as Cinderella. Before the girl realized that the handsome young soldier was not of the carpet-knight type, he was telling her he loved her, and asking her to wait for him till he got his captaincy or secured an adjutant's berth in a territorial battalion, and they would wed. Of course, there were explanations, and tears, and a good deal of the white-lipped tragedy of youth. Lindsay, like a gallant gentleman, refused to be dubbed a fortune-hunter, and went back to his regiment, where he threw himself into the dissipation of musketry instruction with a cold fury that surprised and gratified his colonel. Then Nancy found that her heart had gone with him, and wrote a tearful request that they might never meet again; whereupon the sprite who controls these affairs brought Marten and his daughter to a grand review at Windsor--and who should be on some notable general's staff but Lieutenant the Honorable Philip Lindsay? After that the veriest tyro in the methods of romance must see that the general would invite the American millionaire to dine with him that evening, and that Lindsay should be allotted to Nancy as her dinner partner. There were thrills, and flashing glances; but Caledonia remained both stern and wild, with the certain result that he and the girl grew more desperately enamoured of each other than ever.