he is not at liberty, Jeanne, because he is a prisoner, you know."

"Yes, I know," said Jeanne, "and I will not say a word against it. Better
a prisoner of the Confederates than to be in the hands of such a woman.
There will at least be some chance to exchange him. You don't dislike
me any more, do you, Colonel Peyton? You won't care if Bob and I are
friends, will you?"

"No; you poor child! I have been sorry that I was so unkind to you. After
all I was glad that you girls saved Frank. It would have broken my heart
had he been shot. Ah!----"

There was a rushing, whizzing sound and a huge mortar shell passed over
them, and, burying itself in the side of the hill beyond, exploded with a
great report.

"What is it?" cried Jeanne affrightedly clinging to Mr. Huntsworth.

"The Federals have begun to shell the city," said the Colonel calmly.
"Their fleet has been gathering for several days. We have been expecting
it."

CHAPTER XXVIII

THE SIEGE BEGINS

"Then we are safe, safe," cried Jeanne, forgetful of the presence of the
soldiers. "Oh, Mr. Huntsworth, the Federals will soon have the city!"

"I wouldn't be too sure of that, my little lady," remarked Colonel Peyton
dryly. "Vicksburg is impregnable, and I fear that it will be a waste of
ammunition on the part of the Federals."

"I did not mean to be impolite, Colonel," said the girl contritely. "It
wasn't very nice of me to make such a remark. I should be sorry for you
if our men did take the city."

"You are a good little girl," said Colonel Peyton warmly. "I like a
generous hearted foe."

"You must be careful not to express your feelings too openly," advised
Mr. Huntsworth in a low tone. "These people are rebels but they are going
to be our hosts and the Colonel has certainly interested himself in your
behalf."

"He has," said Jeanne gratefully, "and I will be careful not to offend
them."

Bob, rather pale and agitated on account of the shells, met them at the
door.

"Dad, what will we do if they shell the city?" she cried before greeting
Jeanne.

"I reckon we can't do anything," drawled the Colonel. "I thought you were
a soldier, Bob? Soldiers don't mind a few shells."

"I suppose not," and Bob strove to regain her composure. "So you got
Jeanne and her brother? Come in and tell me what else that woman has
done. Here is Aunt Sally! Aunty, this is Jeanne and her brother, Dick
Vance. They're Yankees but they are real nice anyway."

"I am glad