Orders were at once given to lock the doors, and all the servants were called together and questioned, but no one knew anything at all about the matter. Had anyone entered the house? Had anyone left it? Only Henri, milady's valet. He was at the door with the brougham. "Let him be called," ordered the Baroness. One of the servants went to the door. The brougham was there, as was also the coachman, but Henri was nowhere to be seen. "Henri has gone to the station," said the coachman. "Yes, he had a leather bag or box with him." This information was duly transmitted to the Baroness. "Very unusual for him to do such a thing," she commented; "but perhaps he was anxious about the jewels." Thereupon the trustful lady sent them all about their business, got into her brougham, and was driven to the station. But where was Henri? Well, to cut a long story short, Henri had not gone to the station, and the noble lady, now disillusioned, at once postponed her London journey, and set the machinery of the law in motion to discover the young man who had ten thousand pounds' worth of jewels and five hundred pounds in cash in his possession. No sooner were the police notified than the criminal quarters of Paris were literally "turned inside out." The Baroness de Martigny was not only a lady of great prominence and influence, but she offered enormous rewards for the recovery of her property. The intrinsic value of the jewels was a secondary consideration, their romantic associations and the fact of their having been family heirlooms making them priceless in the lady's eyes. Every possible loophole of escape was watched, and Herculean efforts were made by the police; but for the moment the thief had made good his escape, leaving no clue behind him, and three long weeks elapsed before anything tangible manifested itself. Then, one morning the bell rang at the Baroness's house in the Bois de Boulogne, and a gentleman presented himself, asking that his card should be taken to the Baroness. It read, "Monsieur Albert Brissard--Agent." The caller was asked to state his business, and answered by saying, simply, "Henri Dessaure." This gained him the desired audience, and half an hour later M. Brissard left the house, having induced the loser of the steel box and its precious contents to place the whole matter unreservedly in his hands. [Illustration: "MADAME--THE JEWEL-CASE--IT IS GONE!"] M. Brissard, who was known among his intimates as "The Ferret," had left the French detective service some time previously and started an inquiry agency of his own. In starting work upon this jewel-case he followed the idea usually worked on by detectives in such cases, at least on the Continent--"Look for the woman," and succeeded where several other officers, working on the case officially, had hitherto failed. He found the woman.