"You're a lucky man, M. Paoli, to be going with the princess," said the King, sadly, as I was stepping into the railway-carriage. "I'd give anything to be in your place!" While the Court of Spain was employed in settling, down to the smallest particular, the ceremonial for the King's approaching wedding, Princess Ena was absorbed, at one and the same time, in the charming details of her trousseau and in the more austere preparations for her conversion to Catholicism. This conversion, as I have already said, was a _sine quâ non_ to the consent of Spain to her marriage. The princess and her mother, accompanied by Miss Cochrane and Lord William Cecil, went and stayed in an hotel at Versailles for the period of religious instruction which precedes the admission of a neophyte within the pale of the Roman Catholic Church; and it was at Versailles, on a cold February morning, that she abjured her Protestantism in a sequestered chapel of the cathedral. Why did she select the town of Louis XIV in which to accomplish this important and solemn act of her life? Doubtless, because of the peaceful silence that surrounded it and of the past, filled with melancholy grandeur, which it conjured up; perhaps, also, because of the association of ideas suggested to her mind by the city of the Great King and the origins of the family of the Spanish Bourbons of which it was the cradle. The heart of woman sometimes provides instances of this delicacy of thought. The last months of the winter of 1906 were spent by the engaged pair in eager expectation of the great event that was to unite them for good and all and in the manifold occupations which it involved. The date of the wedding was fixed for the 31st of May. A few days before that I went to Calais to meet the princess. It was as though nature, in her charming vernal awakening, was smiling upon the royal bride and had hastily decked herself in her best to greet the young princess, as she passed, with all her youthful gladness. But the princess saw nothing: she had bidden a last farewell to her country, her family and her home; and, despite the happiness that called her, the fond memory of all that she was quitting oppressed her heart. "It is nothing, M. Paoli," she said, when I asked the cause of her sadness, "it is nothing: I cannot help feeling touched when I think that I am leaving the country where I have spent so many happy days to go towards the unknown." She did not sleep that night. At three o'clock in the morning, she was up and dressed, ready to appear before her future husband, before the nation that was waiting to welcome her, while the King, at the same hour, was striding up and down the platform at Irun, in a fever of excitement, peering into the night so as to be the first to see the yellow gleams of the train and nervously lighting cigarette upon cigarette to calm his impatience.