As he disappeared in the wood, I fancied I saw him stoop and wave a handkerchief, but the light was uncertain, and I thought I must have been mistaken. My first impulse was to follow Dio, but on looking back, I saw Mr Tidey coming along the path in the distance, and I reflected that our object was far more likely to be attained by getting him to accompany me, as, should we discover the direction taken by Kathleen and Lily, we might follow up their trail together, and be more likely to rescue them, if they had, a was possible, been captured by Indians. Mr Tidey was naturally very much alarmed at the tidings I gave him. "We will set off at once and send Rose back to let our friends know the way we have gone," he observed, as we hurried towards the spot where the black woman was standing. On nearing the place, however, we found that she had gone after Dio, and we accordingly ran on in the same direction. It was some time before we overtook her, and we then in vain endeavoured to persuade her to go back. "No!" she exclaimed. It was her fault, as she should have accompanied them, and return home without them she would not. As valuable time would be lost in persuading her to do what we wished, we allowed her to accompany us. We soon had to regret this, as we were frequently compelled to assist her, but we had now gone so far that it would have been cruel to leave her behind. We shouted as we went on, to Dio, but his voice did not reply. That we were on his trail was certain, for we could see the twigs, which he or some one else had broken off, but whether the girls had gone in the same direction, we were doubtful. At length we came to a spot where we discovered the marks of several feet. Mr Tidey stopped, and, stooping down, examined them minutely. "The marks are those of moccasins!" he exclaimed. "Indians must have been here, and if so, it is too probable that the dear girls may have fallen into their hands. Even the worst savages cannot intend to harm them, but may hope to obtain a ransom, or perhaps when we set off to try and recover them, they may expect to cut us off in detail, or to attack the farm when most of the defenders are away, with a better chance of success. We must be cautious, therefore, as we proceed, but still I hope we can defeat their object." "Though Indians may have been here, we have no proof that they have taken Kathleen and Lily prisoners," I observed.